std

Standard deviation

Syntax

S = std(A)

S = std(A,w)

S = std(A,w,"all")

S = std(A,w,dim)

S = std(A,w,vecdim)

S = std(___,nanflag)

[S,M] = std(___)

Description

S = std(A) returns the standard deviation of the elements of A along the first array dimension whose size does not equal 1. By default, the standard deviation is normalized by N-1, where N is the number of observations.

• If A is a vector of observations, then S is a scalar.

• If A is a matrix whose columns are random variables and whose rows are observations, then S is a row vector containing the standard deviation corresponding to each column.

• If A is a multidimensional array, then std(A) operates along the first array dimension whose size does not equal 1, treating the elements as vectors. The size of S in this dimension becomes 1 while the sizes of all other dimensions are the same as A.

• If A is a scalar, then S is 0.

• If A is a 0-by-0 empty array, then S is NaN.

S = std(A,w) specifies a weighting scheme. When w = 0 (default), the standard deviation is normalized by N-1, where N is the number of observations. When w = 1, the standard deviation is normalized by the number of observations. w also can be a weight vector containing nonnegative elements. In this case, the length of w must equal the length of the dimension over which std is operating.

S = std(A,w,"all") computes the standard deviation over all elements of A when w is either 0 or 1. This syntax is valid for MATLAB^® versions R2018b and later.

S = std(A,w,dim) returns the standard deviation along dimension dim. To maintain the default normalization while specifying the dimension of operation, set w = 0 in the second argument.

S = std(A,w,vecdim) computes the standard deviation over the dimensions specified in the vector vecdim when w is 0 or 1. For example, if A is a matrix, then std(A,0,[1 2]) computes the standard deviation over all elements in A, since every element of a matrix is contained in the array slice defined by dimensions 1 and 2.

S = std(___,nanflag) specifies whether to include or omit NaN values from the calculation for any of the previous syntaxes. For example, std(A,"includenan") includes all NaN values in A while std(A,"omitnan") ignores them.

[S,M] = std(___) also returns the mean of the elements of A used to calculate the standard deviation. If S is the weighted standard deviation, then M is the weighted mean. This syntax is valid for MATLAB versions R2022a and later.

Examples

Standard Deviation of Matrix Columns

Create a matrix and compute the standard deviation of each column.

A = [4 -5 1; 2 3 5; -9 1 7];
S = std(A)

S = 1×3

    7.0000    4.1633    3.0551

Standard Deviation of 3-D Array

Create a 3-D array and compute the standard deviation along the first dimension.

A(:,:,1) = [2 4; -2 1];
A(:,:,2) = [9 13; -5 7];
A(:,:,3) = [4 4; 8 -3];
S = std(A)

S = 
S(:,:,1) =

    2.8284    2.1213


S(:,:,2) =

    9.8995    4.2426


S(:,:,3) =

    2.8284    4.9497

Specify Standard Deviation Weights

Create a matrix and compute the standard deviation of each column according to a weight vector w.

A = [1 5; 3 7; -9 2];
w = [1 1 0.5];
S = std(A,w)

S = 1×2

    4.4900    1.8330

Standard Deviation Along Matrix Rows

Create a matrix and compute the standard deviation along each row.

A = [6 4 23 -3; 9 -10 4 11; 2 8 -5 1];
S = std(A,0,2)

S = 3×1

   11.0303
    9.4692
    5.3229

Standard Deviation of Array Page

Create a 3-D array and compute the standard deviation over each page of data (rows and columns).

A(:,:,1) = [2 4; -2 1];
A(:,:,2) = [9 13; -5 7];
A(:,:,3) = [4 4; 8 -3];
S = std(A,0,[1 2])

S = 
S(:,:,1) =

    2.5000


S(:,:,2) =

    7.7460


S(:,:,3) =

    4.5735

Standard Deviation Excluding NaN

Create a vector and compute its standard deviation, excluding NaN values.

A = [1.77 -0.005 3.98 -2.95 NaN 0.34 NaN 0.19];
S = std(A,'omitnan')

S = 2.2797

Standard Deviation and Mean

Create a matrix and compute the standard deviation and mean of each column.

A = [4 -5 1; 2 3 5; -9 1 7];
[S,M] = std(A)

S = 1×3

    7.0000    4.1633    3.0551

M = 1×3

   -1.0000   -0.3333    4.3333

Create a matrix and compute the weighted standard deviation and weighted mean of each column according to a weight vector w.

A = [1 5; 3 7; -9 2];
w = [1 1 0.5];
[S,M] = std(A,w)

S = 1×2

    4.4900    1.8330

M = 1×2

   -0.2000    5.2000

Input Arguments

A — Input array

vector | matrix | multidimensional array

Input array, specified as a vector, matrix, or multidimensional array. If A is a scalar, then std(A) returns 0. If A is a 0-by-0 empty array, then std(A) returns NaN.

Data Types: single | double | datetime | duration
Complex Number Support: Yes

w — Weight

0 (default) | 1 | vector

Weight, specified as one of these values:

• 0 — Normalize by N-1, where N is the number of observations. If there is only one observation, then the weight is 1.

• 1 — Normalize by N.

• Vector made up of nonnegative scalar weights corresponding to the dimension of A along which the standard deviation is calculated.

Data Types: single | double

dim — Dimension to operate along

positive integer scalar

Dimension to operate along, specified as a positive integer scalar. If you do not specify the dimension, then the default is the first array dimension of size greater than 1.

Dimension dim indicates the dimension whose length reduces to 1. The size(S,dim) is 1, while the sizes of all other dimensions remain the same.

Consider an m-by-n input matrix, A:

• std(A,0,1) computes the standard deviation of the elements in each column of A and returns a 1-by-n row vector.

  

• std(A,0,2) computes the standard deviation of the elements in each row of A and returns an m-by-1 column vector.

  

If dim is greater than ndims(A), then std(A) returns an array of zeros the same size as A.

vecdim — Vector of dimensions

vector of positive integers

Vector of dimensions, specified as a vector of positive integers. Each element represents a dimension of the input array. The lengths of the output in the specified operating dimensions are 1, while the others remain the same.

Consider a 2-by-3-by-3 input array, A. Then std(A,0,[1 2]) returns a 1-by-1-by-3 array whose elements are the standard deviations computed over each page of A.

nanflag — NaN condition

"includenan" (default) | "omitnan" | "includenat" | "omitnat"

NaN condition, specified as one of these values:

• "includenan" — Include NaN values when computing the standard deviation, resulting in NaN.

• "omitnan" — Ignore NaN values appearing in either the input array or weight vector.

• "includenat" — Include NaT values when computing the standard deviation for datetime arrays.

• "omitnat" — Ignore NaT values appearing in either the input array or weight vector for datetime arrays.

Data Types: char

Output Arguments

S — Standard deviation

scalar | vector | matrix | multidimensional array

Standard deviation, returned as a scalar, vector, matrix, or multidimensional array.

• If A is a vector of observations, then S is a scalar.

• If A is a matrix whose columns are random variables and whose rows are observations, then S is a row vector containing the standard deviation corresponding to each column.

• If A is a multidimensional array, then std(A) operates along the first array dimension whose size does not equal 1, treating the elements as vectors. The size of S in this dimension becomes 1 while the sizes of all other dimensions are the same as A.

• If A is a scalar, then S is 0.

• If A is a 0-by-0 empty array, then S is NaN.

M — Mean

scalar | vector | matrix | multidimensional array

Mean, returned as a scalar, vector, matrix, or multidimensional array.

• If A is a vector of observations, then M is a scalar.

• If A is a matrix whose columns are random variables and whose rows are observations, then M is a row vector containing the mean corresponding to each column.

• If A is a multidimensional array, then std(A) operates along the first array dimension whose size does not equal 1, treating the elements as vectors. The size of M in this dimension becomes 1 while the sizes of all other dimensions are the same as A.

• If A is a scalar, then M is equal to A.

• If A is a 0-by-0 empty array, then M is NaN.

If S is the weighted standard deviation, then M is the weighted mean.

More About

Standard Deviation

For a random variable vector A made up of N scalar observations, the standard deviation is defined as

$$\begin{array}{l}S={\sqrt{\frac{1}{N-1}{\displaystyle \sum _{i=1}^N|A_i-\mu {|}^2}}}^{},\hfill \\ \hfill \end{array}$$

where μ is the mean of A:

$$\mu =\frac{1}{N}{\displaystyle \sum _{i=1}^N{A}_i}.$$

The standard deviation is the square root of the variance.

Some definitions of standard deviation use a normalization factor of N instead of N-1, which you can specify by setting w to 1. In either case, the standard deviation is assumed to have the usual normalization factor N.

Weighted Standard Deviation

For a random variable vector A made up of N scalar observations and weighting scheme w, the weighted standard deviation is defined as

$$S_w=\sqrt{\frac{{\displaystyle \sum _{i=1}^N{w}_i|A_i-{\mu }_w{|}^2}}{{\displaystyle \sum _{i=1}^N{w}_i}}}$$

where μ_w is the weighted mean of A.

Weighted Mean

For a random variable vector A made up of N scalar observations and weighting scheme w, the weighted mean is defined as

$${\mu }_w=\frac{{\displaystyle \sum _{i=1}^N{w}_i{A}_i}}{{\displaystyle \sum _{i=1}^N{w}_i}}$$

Extended Capabilities

Tall Arrays

Calculate with arrays that have more rows than fit in memory.

This function supports tall arrays with the limitation:

• The weighting scheme cannot be a vector.

For more information, see Tall Arrays for Out-of-Memory Data.

C/C++ Code Generation

Generate C and C++ code using MATLAB® Coder™.

Usage notes and limitations:

• C++ code generation supports the following syntaxes:

  • S = std(A)

  • S = std(A,w)

  • S = std(A,w,"all")

  • S = std(A,w,dim)

  • S = std(A,w,vecdim)

  • S = std(__,nanflag)

• When specified, dimension must be a constant.

• See Variable-Sizing Restrictions for Code Generation of Toolbox Functions (MATLAB Coder).

GPU Code Generation

Generate CUDA® code for NVIDIA® GPUs using GPU Coder™.

Usage notes and limitations:

• GPU code generation supports the following syntaxes:

  • S = std(A)

  • S = std(A,w)

  • S = std(A,w,"all")

  • S = std(A,w,dim)

  • S = std(A,w,vecdim)

  • S = std(__,nanflag)

• If you specify dim, then it must be a constant.

Thread-Based Environment

Run code in the background using MATLAB® backgroundPool or accelerate code with Parallel Computing Toolbox™ ThreadPool.

This function fully supports thread-based environments. For more information, see Run MATLAB Functions in Thread-Based Environment.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Distributed Arrays

Partition large arrays across the combined memory of your cluster using Parallel Computing Toolbox™.

This function fully supports distributed arrays. For more information, see Run MATLAB Functions with Distributed Arrays (Parallel Computing Toolbox).

Version History

Introduced before R2006a

R2022a: Return mean or weighted mean

The std function can now return the mean of the input elements used to calculate the standard deviation by using a second output argument M. If a weighting scheme is specified, then std returns the weighted mean.