Weighted Standard deviation?
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Hey, I'm new to matlab, and cant seem to find a simple way to calculate weighted standarddeviations.
For the weighted mean, i can specify wmean(impactperkg, kgs) where the number of kg is the weighting. For the weighted median, the function "weightedMedian" can be used. Is there a similar function one can use for the std?
I'm confused to as if ts_std can be used for this purpose?
Cheers
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Tom Lane
2012-4-30
The "var" function will accept weights, and you can take the square root of the result.
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