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