Moving Variance, variable window size

Is there a way to calculate the moving variance of a data set with a variable window size? I would like my window size to be determined by a specified number of data points within each window, and with this be able to determine when the data converges by finding where my variance is below a certain tolerance.

Answer 1

[Chad Greene]

I recommend Aslak Grinsted's moving function, which is computationally-efficient and easy to use.