//only calculate when 156 weeks of data exist
$s[$key][$t][$date] = stat_stdevp($sSlice) * sqrt(52);
$i++;
}
}
}
break;
default:
$t = 'beta';
foreach ($s as $key => $stock) {
$i = 0;
foreach ($stock['changes'] as $date => $change) {
$sSlice = array_slice($s[$key]['changes'], $i, 156);
if (count($sSlice) >= 156) {
//only calculate when 156 weeks of data exist
$s[$key][$t][$date] = stat_covarp($sSlice, array_slice($m[0]['changes'], $i, 156)) / stat_varp(array_slice($m[0]['changes'], $i, 156));
$i++;
}
}
}
}
if (count($s) == 1) {
//if only one stock being analyzed calc percentiles
$percentiles = true;
$lowPercentile = stat_percentile($s[0][$t], 0.1);
$midPercentile = stat_percentile($s[0][$t], 0.5);
$highPercentile = stat_percentile($s[0][$t], 0.9);
} else {
$percentiles = false;
}
}
function stat_stdevp($data)
{
// calculates population standard deviation
return sqrt(stat_varp($data));
}