PINE LIBRARY
已更新 ArrayStatistics

Library "ArrayStatistics"
Statistic Functions using arrays.
rms(sample) Root Mean Squared
Parameters:
Returns: float
skewness_pearson1(sample) Pearson's 1st Coefficient of Skewness.
Parameters:
Returns: float
skewness_pearson2(sample) Pearson's 2nd Coefficient of Skewness.
Parameters:
Returns: float
pearsonr(sample_a, sample_b) Pearson correlation coefficient measures the linear relationship between two datasets.
Parameters:
Returns: float p
kurtosis(sample) Kurtosis of distribution.
Parameters:
Returns: float
range_int(sample, percent) Get range around median containing specified percentage of values.
Parameters:
Returns: tuple with [int, int], Returns the range which containes specifies percentage of values.
Statistic Functions using arrays.
rms(sample) Root Mean Squared
Parameters:
- sample: float array, data sample points.
Returns: float
skewness_pearson1(sample) Pearson's 1st Coefficient of Skewness.
Parameters:
- sample: float array, data sample.
Returns: float
skewness_pearson2(sample) Pearson's 2nd Coefficient of Skewness.
Parameters:
- sample: float array, data sample.
Returns: float
pearsonr(sample_a, sample_b) Pearson correlation coefficient measures the linear relationship between two datasets.
Parameters:
- sample_a: float array, sample with data.
- sample_b: float array, sample with data.
Returns: float p
kurtosis(sample) Kurtosis of distribution.
Parameters:
- sample: float array, data sample.
Returns: float
range_int(sample, percent) Get range around median containing specified percentage of values.
Parameters:
- sample: int array, Histogram array.
- percent: float, Values percentage around median.
Returns: tuple with [int, int], Returns the range which containes specifies percentage of values.
版本注释
added new function:average_weighted(sample, weights) Computes a weighted average (the mean, where each value is weighted by its relative importance).
Parameters:
sample: float array, data sample.
weights: float array, weights to apply to samples.
Returns: float
版本注释
v3Updated: display examples on chart.
Added:
arithmetic_geometric_mean_simple(value_a, value_b, tolerance_value) Calculate the arithmetic-geometric mean of two numbers (_value_a, _value_b).
Parameters:
value_a: float, number value.
value_b: float, number value.
tolerance_value: float, number value, default=1e-12.
Returns: float
arithmetic_geometric_mean(sample, tolerance_value) Computes the arithmetic geometric mean of a sequence of values.
Parameters:
sample: float array, data sample.
tolerance_value: float, number value, default=1e-12.
Returns: float
版本注释
v4Added:
zscore_simple(value, mean, deviation) Computes the simple version of the z-score formula.
Parameters:
value: float, data value.
mean: float, data mean.
deviation: float, the standard deviation of the data.
Returns: float.
zscore(sample) Computes the z-score of a data sample values.
Parameters:
sample: float array, data values.
Returns: float array.
版本注释
v5Updated:
arithmetic_geometric_mean() was not computed correctly, thank you, InvestCHK for pointing it out.
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Pine脚本库
本着真正的TradingView精神,作者将此Pine代码发布为开源库,以便我们社区的其他Pine程序员可以重复使用它。向作者致敬!您可以私密或在其他开源出版物中使用此库,但在出版物中重复使用此代码受网站规则约束。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。