This data frame contains exactly the same values as the data frame created in Example 1. However, this time we have used the dplyr package for this task. Example 3: Calculate Mean by Group & Add as New Column Using setDT() Function of data.table Package ...
Well, we can see a spike in rolling volatility in 2016 followed by a consistently falling volatility through mid-2017. That makes sense. Remember back to our returns dispersion scatter plot where zero monthly returns were more than one standard deviation away from the mean in 2017. Thi...
Where $x_i$ is the measured value, $N$ is the size of the population and $\mu$ is the population mean. The standard deviation is used to calculate the precision of an instrument. In that case, $\mu$ is a known constant gas concentration and $N$ is the number of observations....