@cumbstdev |

Backward cumulative standard deviations (d.f. adjusted) of a series.

Equivalent to @cumbstdevs.

Decreasing sample calculation of the square root of the sample (d.f. adjusted) Pearson product moment variance.

Syntax: @cumbstdev(x, [s])

x: series

s: (optional) sample string or object

Return: series

The sample standard deviation is calculated for each observation as:

where is the last period of the cumulative process, , and is the mean of over the last observations.

Examples

show @cumbstdev(x)

generates a linked series of the backward cumulative sample standard deviations of the series x.

Cross-references

For the forward variant of this function, see
@cumstdev.