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std - Standard deviation

Syntax

tsstd = std(tsobj)
tsstd = std(tsobj, flag)

Arguments

tsobj

Financial time series object.

flag

(Optional) Normalization factor:

flag = 1 normalizes by n (number of observations).

flag = 0 normalizes by n-1.

Description

tsstd = std(tsobj) computes the standard deviation of each data series in the financial time series object tsobj and returns the results in tsstd. The tsstd output is a structure with field name(s) identical to the data series name(s).

tsstd = std(tsobj, flag) normalizes the data as indicated by flag.

See Also

hist, mean

  


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