[C#]使用 C#求標準差(Seeking to use C # standard deviation)

問題

---

使用 C#求標準差



解決方法

---

/// <summary>
/// 標準差(StandardDifference)
/// </summary>
/// <param name="val">歷史報酬率</param>
/// <returns>標準差</returns>
private double GetSD(List<double> val)
{
 double avg = AVG(val);
 //double _result = 0;
 //foreach (double d in val) _result += Math.Pow(d - avg, 2);
 double _result =(from a in val
     select Math.Pow(a - avg, 2)).Sum();

 double _sum = _result / (double)(val.Count - 1);
 double _Sqrt = Math.Sqrt(_sum);
 return _Sqrt;
}

private double AVG(List<double> val)
{
    double _avg = SUM(val) / (double)val.Count;
    return _avg;
}

private double SUM(List<double> val)
{
    var _sum = (from g in val
             select g).Sum();
    return _sum;
}