@cumbstdevp |

Backward cumulative standard deviations (population, non-d.f. corrected).

Decreasing samples calculation of the square root of the population (non-d.f. adjusted) Pearson product moment variance.

Syntax: @cumbstdevp(x, [s])

x: series

s: (optional) sample string or object

Return: series

The population 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.

This function is panel aware.

Examples

show @cumbstdevp(x)

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

Cross-references

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