timeseries

Methods

Method Reference: timeseries.var

timeseries: v = var (ts)

timeseries: v = var (ts, name, value, …)

Return the variance of a series over time.

v = var (ts) returns the variance of each data element over time, normalised by N-1, so v has the size of one sample; with 'time' weighting it is taken about the time-weighted mean. v is double whatever the class of the data, and [] for a series with no samples.

The options, and where MATLAB differs, are given under timeseries.mean.

See also: timeseries.mean, timeseries.std

Source Code: timeseries