compute_std

Summary: Computes the standard deviation of an input array. The function calculates the square root of the variance, which measures the spread of the data relative to its mean.

pure
double
compute_std
(
double[] array_IN
)

Parameters

array_IN double[]

Input array containing numerical values.

Return Value

Type: double

result: A double representing the computed standard deviation.

Notes: - The function calculates the population standard deviation (dividing by n). If the sample standard deviation is needed, divide by n - 1 instead. - Assumes array_IN is not empty; otherwise, division by zero occurs. - The function first computes the mean using compute_mean(array_IN), then calculates the squared deviations from the mean. - If the dataset contains extreme values (outliers), consider using a robust estimator such as the median absolute deviation (MAD). - Standard deviation is useful for measuring volatility in financial data.