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Cumulative Mean and Variance 1.0

  Date Added: April 26, 2013  |  Visits: 263

Cumulative Mean and Variance

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>> Y = cummean(X,DIM);if X is MxN, Y is also MxN. To illustrate the functionality, lets assume X is a 1xN vector. Then, Y is a 1xN vector where the n-th entry in Y is given by mean(X(1:n)). So, Y(end) = mean(X), and Y(1) = X(1). cumvar works in the same way, and this can be done on an arbitrary dimensional X along dimension DIM. See screenshot for an example.These functions are useful (at least to me) for determining how many iterations of a process are required until the mean and variance of the process are stable (ie: not changing with increasing iterations). Maybe useful to people doing Markhov chain stuff?

Requirements: No special requirements
Platforms: Matlab
Keyword: Chain Changing Determining Examplethese Functions Increasing Iterations Markhov People Process Required Stable Stuff Variance
Users rating: 0/10

License: Freeware Size: 10 KB
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