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Downside variance 1.0

Date Added: April 01, 2013  |  Visits: 154

Y = DOWNSIDEVARIANCE(Y) returns the downside variance for columns of variable Y.Y = DOWNSIDEVARIANCE(Y, m) returns the downside variance using vector m as expected value for columns of variable Y.===================================================Downside variance is defined as the average sum of squared negative differences between each observation of a variable and a parameter m: E[min(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,  Eminy,  Negative,  Observation,  Omitted,  Parameter,  Sampe,  Squared Users rating: 0/10

 License: Shareware Size: 10 KB
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