Upside variance 1.0

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