VAR

Summary

Rolling population variance of a real series over a given period. Measures dispersion of values around their mean. Higher values indicate greater dispersion; 0 means constant input.

Formula

\(\mathrm{VAR} = \frac{1}{n}\sum x_i^2 - \left(\frac{1}{n}\sum x_i\right)^2\), over the last \(n\) = optInTimePeriod values (population, divides by \(n\)).

Notes

Computes population variance (divides by the period), not the sample variance (n-1) used by some definitions.
The deviation-count parameter is accepted but has no effect on the result.

Inputs

inReal — Source series

Outputs

outReal — Rolling population variance

Parameters

optInTimePeriod — Window length for the variance
optInNbDev — Deviation count accepted by the API but never used in the computation

Implementation

TA-Lib Definition: var.c · var.yaml

Native	File
C	`ta_VAR.c`
Rust	`var.rs`
Java	`Core.java`

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Variance

VAR