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Upside variance 1.0

  Date Added: April 15, 2013  |  Visits: 170

Upside variance

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Y = UPSIDEVARIANCE(Y) returns the upside variance for columns of variable Y.Y = UPSIDEVARIANCE(Y, m) returns the upside variance using vector m as expected value for columns of variable Y.====================================================Upside variance is defined as the average sum of squared positive differences between each observation of a variable and a parameter m. E[max(y - m, 0) ^ 2]If omitted, m is the sampe mean of Y.====================================================See also VAR, STD, COV.

Requirements: No special requirements
Platforms: Matlab
Keyword: Average Differences Emaxy Observation Omitted Parameter Positive Sampe Squared
Users rating: 0/10

License: Shareware Size: 10 KB
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