OPEN-SOURCE SCRIPT

Function - Kernel Density Estimation (KDE)

已更新
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable."
from wikipedia.com

KDE function with optional kernel:
  • Uniform
  • Triangle
  • Epanechnikov
  • Quartic
  • Triweight
  • Gaussian
  • Cosinus


Republishing due to change of function.
deprecated script:
KDE-Gaussian
版本注释
added quartic and triweight kernels.
版本注释
  • added placeholder for kernels(logistic, sigmoid, silverman)
  • added kernel calculations for kernel(uniform, triangular, cosine)
版本注释
added calculations for kernels(logistic, sigmoid and silverman(Not working atm)
版本注释
removed silverman kernel, added highest value index line/label, nearest to 0 index as a dotted gray line.
版本注释
added extra stats/visuals to drawing function.
estimationfunctionkdekernelTrend Analysis

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?

免责声明