reverse-shooting

Matlab scripts for reverse shooting
Log | Files | Refs | README

variance.m (260B)

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