Progressive mean and standard deviation.

Progressive mean and standard deviation.

Description

This function calculates, in a "progressive" way, the mean and the standard deviation for a given vector (or matrix): it is useful in order to check stationarity of a random process looking at this two estimators.

• Acknowledgements: This submission has inspired the following:; MeanStdF
• MATLAB release: MATLAB 5.2 (R10)

[sudheesh pm]

good

[T V]

I think standard deviation computation is wrong.
Error like (a+b)^2 <-> a^2+b^2

[T V]

Sorry for previous comment, i was wrong and standard deviation computation is correct.