y = nanvar(X) y = nanvar(X,1) y = nanvar(X,W) y = nanvar(X,W,DIM)
Financial times series object.
Dimension along which the operation is conducted.
y = nanvar(X) returns the sample variance
of the values in a financial time series object
NaNs as missing values.
the variance of the non-
NaN elements of each series
N is the sample size of the non-
This is an unbiased estimator of the variance of the population from
X is drawn, as long as
of independent, identically distributed samples, and data are missing
at random. For
y = nanvar(X,1) normalizes by
produces the second moment of the sample about its mean.
0) is the same as
y = nanvar(X,W) computes the variance using
the weight vector
W. The length of
equal the length of the dimension over which
and its non-
NaN elements must be nonnegative.
X corresponding to
y = nanvar(X,W,DIM) takes the variance along
f = fints((today:today+1)', [4 -2 1; 9 5 7]) f.series1(1) = nan; f.series3(2) = nan; nvar = nanvar(f)
nvar = 0 24.5000 0