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vol

PURPOSE ^

% Return the volatility of each column of the input matrix @var{x}.

SYNOPSIS ^

function retval = vol (X, m, n)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} vol (@var{x}, @var{m}, @var{n})
% Return the volatility of each column of the input matrix @var{x}.
% The number of data sets per period is given by @var{m} (e.g. the
% number of data per year if you want to compute the volatility per
% year).  The optional parameter @var{n} gives the number of past
% periods used for computation, if it is omitted, a value of 1 is used.
% If @var{t} is the number of rows of @var{x}, @code{vol} returns the
% volatility from @code{n*m} to @var{t}.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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