Standard Deviation Definition

Occasionally I see a request for computation of a running, windowed standard deviation. This is easily accomplished using filter and the alternative formula for the standard deviation:std = sqrt((sum(x.^2) - n*xbar.^2)/(n-1)).Movingstd allows you to specify forward, backward or central windows of...

Statistical Calculator calculates minimum, maximum, mean, median, mode, percentage unique, range, midrange, standard deviation, quartiles and more.

This m-file returns the mean, variance and standard deviation of the multinomial distribution with parameters N and P. The Expected Value (i.e., averages):Expected Value = m = Sum(Xi doOCo Pi), the sum is over all i's. Expected value is another name for the mean and (arithmetic) average.The...


Platforms: Matlab

This function calculates, in a "progressive" way, the mean and the standard deviation for a given vector (or matrix): it is useful in order to check stationarity of a random process looking at this two estimators.


Platforms: Matlab

The stats toolbox provides a function to calculate the geometric mean of an array, but a function for the geometric standard deviation is oddly missing.Here is a function to fill that void, with no toolbox required.The function accepts a vector, matrix or N-D array; an optional flag to normalise...


Platforms: Matlab

it's useful to see how the mean and the standard deviation change when you use more samples to calculate it.


Platforms: Matlab

GAUSSian REALIZation of a random variable with standard deviation sigma and correlation length lambda


Platforms: Matlab

Mean or standard deviation are usually computed for whole part of the analysed signal. However, sometimes we would like to know how this quantities are changing in the data flow. MEANSTDF compute the expected mean and standard deviation values using user defined window for every data position....


Platforms: Matlab

it's useful to see how the mean and the standard deviation change when you use more samples to calculate it.The Array can contain NaN's but it's slower than cumstat (File ID: #26899) because it contain a for-loop


Platforms: Matlab

Whereas standard deviation and variance are measures of absolute variance, the coefficient of variation is a measure of relative variance. This is generally useful to compare several data sets. It can also be used as a simple quality indicator. The definition used here is ratio of standard...


Platforms: Matlab

StatAssist displays graphs and related properties of more than 40 probability distributions. This application will save you time and prevent calculation errors if your work or study involves the use of continuous or discrete distributions. It allows to quickly select a distribution of interest,...


Platforms: Windows

Managing your stock trading activity with “Smart Chart” is a cinch. The program can read practically any ASCII file or MetaStock file and plot the data. The package includes: * Over 30 of the most popular technical indicators into the charting software so you have access to the likes of...


Platforms: Windows

The standard deviation is displayed with a green bar, while today's downloads are shown using a red link crossing the graph.InstallationUnpack and upload it to the /wp-content/plugins/ directory.Activate the plugin through the 'Plugins' menu in WordPress. Requirements: - WordPress 2.5 or higher


Platforms: Windows, Mac, *nix, PHP, BSD Solaris

Considering some input arguments, this function performs n simulations with random trades in a price matrix, saving 3 performance indicators (annualized return, annualized standard deviation and annualized sharpe) at each simulationFor example, suppose that you're a trader and have earned 15% of...


Platforms: Matlab

This function returns statistics on the intensity of an image, including the sum, mean, standard deviation, min and max. A rectangular region of interest can be selected by the user by using 'r' as the 2nd parameter. Alternatively, the region of interest can be more accurately defined by a...


Platforms: Matlab

function [optW, C, W] = sskernel(x,W,str)% [optW, C, W] = sskernel(x,W,str)%% Function `sskernel' returns an optimal bandwidth (standard deviation)% of the Gauss density function used in kernel density estimation.% Optimization principle is to minimize expected L2 loss function between% the...


Platforms: Matlab

A Gaussian mixture model means that each data point is drawn (randomly) from one of C classes of data, with probability p_i of being drawn from class i, and each class is distributed as a Gaussian with mean standard deviation mu_i and sigma_i. Given a set of data drawn from such a distribution,...


Platforms: Matlab

Calculates the min and max of a positive triangular distribution given a standard deviation (sigma) and assuming the mode = 1.This function can handle single value,vector or matrix inputs of sigma. For sigma > 1/sqrt(6), the distribution will be asymmetrical with minimum = 0 and mode = 1.


Platforms: Matlab

This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio.The marginal model are GARCH(1,1),GJR(1,1),AR(1)-GARCH(1,1)and AR(1)-GJR(1,1)the parameters and standard deviation of models will used for estimation of...


Platforms: Matlab

Estimates the noise standard deviation from an (MRI) image (2D) corrupted with Rician noise based on the skewness of the distribution. This method doesn't depend on the background for noise estimation. Can be used for MR images with and without background.Ref: Jeny Rajan, Dirk Poot, Jaber Juntu...


Platforms: Matlab