SnDispersion of a list:

SnDispersion of columns of a matrix:

SnDispersion of a list with scaling factor 1:

SnDispersion of a list of dates:

Exact input yields exact output when the scaling factor is exact:

SnDispersion with different scaling parameters:

SnDispersion for a matrix gives a columnwise estimate:

SnDispersion of a large array:

Find the SnDispersion of a TimeSeries:

SnDispersion depends only on the values:

SnDispersion works with data involving quantities:

Compute SnDispersion of dates:

Compute SnDispersion of times:

List of times with different time zone specifications:

Obtain a robust estimate of dispersion when extreme values are present:

Sample standard deviation is heavily influenced by extreme values:

Identify periods of high volatility in stock data using a five-year moving dispersion:

Compute dispersion for slices of a collection of paths of a random process:

Choose a few slice times:

Plot dispersion over these paths:

Find the dispersion of the heights for the children in a class:

Plot the dispersion with respect to the median:

Consider data from standard normal distribution with outliers modeled by another normal distribution with large spread:

Test the data against standard normal distribution:

Compute the dispersion:

Remove outliers by selecting data points that are within three times the dispersion from the sample median:

Test the new data against standard normal distribution:

Generate data from a Student t distribution:

Compute the dispersion of the data with three measures: standard deviation, square root of trimmed variance and dispersion:

Assess the accuracy of these three dispersion estimators via bootstrapping:

estimator gives the smallest spread with the given data: