Descriptive Statistics

Analyze mean, median, correlation coefficients, variance and covariance in time series objects

Functions

corrcoef Correlation coefficients
cov Covariance matrix
isempty True for empty financial time series objects
nancov Covariance ignoring NaNs
nanmax Maximum ignoring NaNs
nanmean Mean ignoring NaNs
nanmedian Median ignoring NaNs
nanmin Minimum ignoring NaNs
nanstd Standard deviation ignoring NaNs
nansum Sum ignoring NaNs
nanvar Variance ignoring NaNs
var Variance
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