The MovingStatistic function computes moving statistics for a set of observations.

The first parameter X is a single data sample - given as a Vector or list. Each value represents an individual observation.

The second parameter m is the size of the moving window.

The third argument f is the statistic; can be any of the DescriptiveStatistics routines or a maple procedure which accepts a Vector and returns a floating point number.

Note that after f has been called on one subsample, the same Vector is reused for the next subsample, for efficiency reasons. All the builtin DescriptiveStatistics routines can handle this, but if you specify a custom maple procedure for f, you may need to copy its input Vector if you will need access to it after returning. See the example below for an explanation.

f := proc(A, q)
  Statistics[Quantile](A, q);
end proc: