/*****************************************************************************
*                                                                            *
*   STDERR.SPL     Copyright (C) 1999 DSP Development Corporation            *
*                               All Rights Reserved                          *
*                                                                            *
*   Author:      Randy Race                                                  *
*                                                                            *
*   Synopsis:    Calculates the standard error of a series                   *
*                                                                            *
*   Revisions:    7 May 1999  RRR  Creation                                  *
*                                                                            *
*****************************************************************************/

#if @HELP_STDERR

    STDERR

    Purpose: Calculates the standard error of a series or table

    Syntax:  STDERR(series)

              series - the input series or table


    Returns: A series or table

    Example:

             W1: Gsin(100, .01, 0.8)

             Stderr(w1)

             Returns 0.071384

    Remarks:
             The standard error of series s is equal to:

             stdev(s)/sqrt(length(s))


             If the input is a table, STDERR calculates the standard error
             of each column.


    See Also:
             Stats
             Stdev
#endif


/* calculate standard error */
stderr(series)
{
        if (argc < 1)
        {
                /* default to current window */
                series = refseries(W0);
        }

        if (numcols(series) > 1)
        {
                /* input is an array */
                return(colstdev(series) / sqrt(collength(series)));
        }
        else
        {
                /* return a scalar */
                return(stdev(series) / sqrt(length(series)));
        }
}