cumvar
Syntax
cumvar(X)
Please see Cumulative Window Functions for the parameter description and windowing logic.
Details
Cumulatively calculate the variance of X.
Returns
DOUBLE type, with the same data form as 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