cumvar
Syntax
cumvar(X)
Please see Cumulative Window Functions (cum-functions) for the parameters and windowing logic.
Details
Cumulatively calculate the variance of X.
Examples
$ x=[2,3,4];
$ cumvar(x);
[,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