cumvar
Syntax
cumvar(X)
Please see Cumulative Window Functions for the parameter description and windowing logic.
Details
Cumulatively calculate the variance of X.
Examples
x=[2,3,4];
cumvar(x);
// output: [,0.5,1]
m=matrix(0.15 0.08 0.03 -0.14 -0.09, 0.2 -0.12 -0.16 0.08 0.16);
m;| #0 | #1 |
|---|---|
| 0.15 | 0.2 |
| 0.08 | -0.12 |
| 0.03 | -0.16 |
| -0.14 | 0.08 |
| -0.09 | 0.16 |
cumvar(m);| #0 | #1 |
|---|---|
| 0.00245 | 0.0512 |
| 0.003633333333333 | 0.038933333333333 |
| 0.015266666666667 | 0.0288 |
| 0.01433 | 0.02672 |
Related functions: cummax, cummin, cumprod, cumPositiveStreak, cumsum, cumavg, cumstd