MATLAB function for calculating custom functions within sliding window

hb_calc_movingwindow.m

function [x_conv, window] = hb_calc_movingwindow( x, winsize, func, gaussOpt )
% Calculating *func* using moving window
%  ex) For moving average
%   data = hb_calc_movingwindow( data, 100, @nanmean );
%
% Written by hiobeen.han@kaist.ac.kr, 2020-07-27

if nargin < 3, func = @nanmean; end
if nargin < 4, gaussOpt = false; end

v = round(-winsize*.5): round(winsize*.5);
if gaussOpt % Gaussian weight kernel (Sum is equal to 1)
    sd = 2.56;
    vv = 1/(sd*sqrt(2*pi)) * exp(-((v-mean(v)).^2) / (2*(sd^2)));
    window = vv/max(vv); % Scale weight factor [zero to one]
else
    window = ones(size(v));
end

x_conv = [];
for idx = 1:length( x )
    w = idx - winsize*.5 : idx + winsize * .5;
    
    dat_part1 = nan( [1, length( find( w<1) )] ); % nan padding
    dat_part2 = x( w(find(w>0 & w<length(x)+1)));
    dat_part3 = nan( [1, length(find(w>length(x)))]); % nan padding
    
    dat = [ dat_part1, dat_part2, dat_part3 ];
    x_conv( idx ) = func( dat .* window );
end

return