Language Reference

VAR Function

VAR (x);

The VAR function computes a sample variance of data.

The arguments to the VAR function are as follows:

x

specifies an $n\times p$ numerical matrix. The VAR function computes the variance of the p columns of this matrix.

The VAR function computes the sample variance of a column vector x as $\Sigma _{i=1}^ n (x_ i-\bar{x})^2 / (n-1)$ where n is the number of nonmissing values of x and any missing values have been excluded. When x is a matrix, the sample variance is computed for each column, as the following example shows: 

x = {5 1 10,
     6 2 3,
     6 8 5,
     6 7 9,
     7 2 13};
var = var(x);
print var;

Figure 25.427: Variance of Columns

var
0.5 10.5 16 




            

            


            
The following statement computes the standard deviation of each column: 


sd = sqrt(var(x));



The VAR function returns a missing value for columns with fewer than two nonmissing observations.