Returns a NumericalVariable whose observations are the standard deviation of a range of observations of the variable.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetMovingStandardDeviation ( _
	length As Integer, _
	simpleMovingAverage As NumericalVariable _
) As NumericalVariable
C#
public NumericalVariable GetMovingStandardDeviation (
	int length,
	NumericalVariable simpleMovingAverage
)
C++
public:
NumericalVariable^ GetMovingStandardDeviation (
	int length, 
	NumericalVariable^ simpleMovingAverage
)

Parameters

length (System.Int32)
The number of observations in the range.
simpleMovingAverage (Extreme.Statistics.NumericalVariable)
A NumericalVariable that contains the simple moving average of the variable over the same length.

Return Value

A NumericalVariable.

Remarks

If length is equal to 1, this method returns the original variable.

The new variable gets the name stdev<length>(<name>), where <name> is the name of the original variable.

Exceptions

ExceptionCondition
ArgumentOutOfRangeExceptionlength is less than or equal to one.
ArgumentNullExceptionsimpleMovingAverage is nullNothingnullptr.
DimensionMismatchException The length of simpleMovingAverage does not match the length of the variable.