PINE LIBRARY

ArrayStatistics

Actualizado
Library "ArrayStatistics"
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.
Notas de prensa
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
Notas de prensa
v3
Updated: 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
Notas de prensa
v4

Added:
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.
Notas de prensa
v5

Updated:
arithmetic_geometric_mean() was not computed correctly, thank you, InvestCHK for pointing it out.
arraysKurtosis IndicatorMATHpearsonRMSskewnessstatistics

Biblioteca Pine

Siguiendo fielmente el espíritu TradingView, el autor ha publicado este código Pine como una biblioteca de código abierto, permitiendo que otros programadores de Pine en nuestra comunidad lo utilicen de nuevo. ¡Olé por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en una publicación se rige por las Normas internas.

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