stdevfast.m (275B)
1 %stdevfast.m ==> no standard errors 2 % calculates cross sectional standard deviations 3 % data = TxN matrix 4 % 5 6 function std=stdevfast(data); 7 8 [T N]=size(data); 9 10 if ~isempty(data); 11 x =demean(data'); 12 vcv=1/(N-1)*x'*x; 13 % vcv=1/(N)*x'*x; 14 std=sqrt(diag(vcv)); 15 end; 16 17 18 19 20 21 22 23