Would it be possible to include biased (population) versions of the common statistical functions in "statfns.ijs"?
One reason I'm asking is that I often work with Excel and it has biased (eg VARP) versus unbiased (eg VAR) versions of many functions. I've just spent some time figuring out that the reason the J "cov" verb does not agree with Excel's "COVAR" is because Excel (inconsistently?) uses the biased measure by default and J defaults to the unbiased one. So, would it be helpful to have something like the following included in the standard distribution of statfns in the future or can someone tell me why Excel is being silly? varB=: (ssdev % #) NB. biased variance stddevB=: %: @ varB NB. biased standard deviation covB=: (spdev % # @ ]) NB. biased covariance=Excel -- Devon McCormick, CFA ^me^ at acm. org is my preferred e-mail ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
