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/*****************************************************************************
* *
* ROWSTDERR.SPL Copyright (C) 2009 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Calculates the standard error of each row of a series *
* *
* Revisions: 12 Jul 2009 RRR Creation *
* *
*****************************************************************************/
#if @HELP_ROWSTDERR
ROWSTDERR
Purpose: Calculates the standard error of each row of a multi-column series.
Syntax: ROWSTDERR(series)
series - the input series or table
Returns: A one column series with the same number of rows as the input.
Example:
W1: ravel(1..12, 3)
W2: rowstderr(w1)
Returns {1,936492, 1,936492, 1,936492}, the standard error of
each row of W1.
Remarks:
The standard error of series s is equal to:
stdev(s)/sqrt(length(s))
ROWSTDERR computes the standard error for each row of a multi-column
series.
ROWSTDERR does not assume that each column of the series contains the
same number of rows.
See Also:
Colstdev
Rowstdev
Stats
Stderr
Stdev
#endif
/* standard error of each row */
rowstderr(a)
{
if (argc < 1) error("rowstderr - input series required");
return(rowstdev(a) / sqrt(rowlen(a)));
}