stats

stats
factorial(x)
factorial
Parameters:
x (int)
standardize(x, length, lengthSmooth)
standardize
description Moving Standardization of a time series.
Parameters:
x (float)
length (int)
lengthSmooth (int)
dnorm(x, mean, sd)
dnorm
description Approximation for Normal Density Function.
Parameters:
x (float)
mean (float)
sd (float)
pnorm(x, mean, sd, log)
pnorm
description Approximation for Normal Cumulative Distribution Function.
Parameters:
x (float)
mean (float)
sd (float)
log (bool)
ewma(x, length, tau_hl)
ewma
description Exponentially Weighted Moving Average.
Parameters:
x (float)
length (int)
tau_hl (float)
ewm_sd(x, length, tau_hl)
Exponentially Weighted Moving Standard Deviation.
Parameters:
x (float)
length (int)
tau_hl (float)
ewm_scoring(x, length, tau_hl)
ewm_scoring
description Exponentially Weighted Moving Standardization:
Parameters:
x (float)
length (int)
tau_hl (float)
Removed:
ewma(x, length, tau_hl)
ewma
description Exponentially Weighted Moving Average.
ewm_sd(x, length, tau_hl)
Exponentially Weighted Moving Standard Deviation.
ewm_scoring(x, length, tau_hl)
ewm_scoring
description Exponentially Weighted Moving Standardization:
Added:
rationalQuadratic(_src, _lookback, _relativeWeight, startAtBar)
Rational Quadratic Kernel - An infinite sum of Gaussian Kernels of different length scales.
description from trader jdehorty KernelFunctions v2
Parameters:
_src (float): <float series> The source series.
_lookback (simple int): <simple int> The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars.
_relativeWeight (simple float): <simple float> Relative weighting of time frames. Smaller values resut in a more stretched out curve and larger values will result in a more wiggly curve. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel.
startAtBar (simple int)
Returns: yhat <float series> The estimated values according to the Rational Quadratic Kernel.
discreteFourierTransform(source, length, smoothing)
Discrete Fourier transform
description from trader jdehorty
Parameters:
source (float): time series
length (int)
smoothing (simple int)
Returns: a touple [dft, dfts] i.e. [Discrete Fourier Transform, Smoothed Discrete Fourier Transform]
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.
Penafian
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.