Sage Reference Manual: Quantitative Finance - Mirrors

Sage Reference Manual: Quantitative Finance, Release 6.1.1
A double.
EXAMPLES:
sage: v = finance.TimeSeries([1,1,1,2,3]); v
[1.0000, 1.0000, 1.0000, 2.0000, 3.0000]
sage: v.sum()
8.0
sums(s=0)
Return the new time series got by taking the running partial sums of the terms of this time series.
INPUT:
•s – starting value for partial sums.
OUTPUT:
A time series.
EXAMPLES:
sage: v = finance.TimeSeries([1,1,1,2,3]); v
[1.0000, 1.0000, 1.0000, 2.0000, 3.0000]
sage: v.sums()
[1.0000, 2.0000, 3.0000, 5.0000, 8.0000]
variance(bias=False)
Return the variance of the elements of self, which is the mean of the squares of the differences from the
mean.
INPUT:
•bias – bool (default: False); if False, divide by self.length() - 1 instead of
self.length() to give a less biased estimator for the variance.
OUTPUT:
A double.
EXAMPLE:
sage: v = finance.TimeSeries([1,1,1,2,3]); v
[1.0000, 1.0000, 1.0000, 2.0000, 3.0000]
sage: v.variance()
0.8
sage: v.variance(bias=True)
0.64
TESTS:
sage: finance.TimeSeries([1]).variance()
0.0
sage: finance.TimeSeries([]).variance()
0.0
vector()
Return real double vector whose entries are the values of this time series. This is useful since vectors have
standard algebraic structure and play well with matrices.
OUTPUT:
A real double vector.
EXAMPLES:
19