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Progressive mean and standard deviation.

version 1.0.0.0 (1.52 KB) by Gabriele
Progressive mean and standard deviation.

3.3K Downloads

Updated 31 May 2002

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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.

Cite As

Gabriele (2021). Progressive mean and standard deviation. (https://www.mathworks.com/matlabcentral/fileexchange/1677-progressive-mean-and-standard-deviation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: MeanStdF

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