Tag: 标准偏差

计算移动的标准偏差

我在stackoverflow上找到了以下代码片段，但是我遇到了stdev变成NaN的问题。 任何想法如何解决这一问题？ public static void AddBollingerBands(ref SortedList<DateTime, Dictionary> data, int period, int factor) { double total_average = 0; double total_squares = 0; for (int i = 0; i = period – 1) { double total_bollinger = 0; double average = total_average / period; double stdev = Math.Sqrt((total_squares – Math.Pow(total_average,2)/period) / period); data.Values[i][“bollinger_average”] = average; data.Values[i][“bollinger_top”] […]