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RicardoSantos
29 de Mar. de 2021 12:45

KDE-Gaussian 

Bitcoin / U.S. dollarBitstamp

Descripción

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

Notas de prensa

fixed a issue when using float type observations.
added a draw function to draw the KDE graph(you need to see all the bar history to see it, doesnt work for float observations)

Notas de prensa

removed some redundant parameters, added bandwidth, nstep parameters, the graph looks stepd due to x axis havin interdigit floating numbers so it rounds to nearest causing that effect.

Notas de prensa

improved the kde draw function
Comentarios
RicardoSantos
kakola
This is interesting, I'm having fun with it.
We're always going to lose some precision when plotting due to the discrete bar_index values, though scaling the data works.
Now programatically finding local max/mins is the next step!
Thanks again Mr Santos. You work hard and get good results.
Juhi2709
@kakola, can you explain, how to read it ?
kakola
@Juhi2709, It's not an indicator. Just a statistical tool. And a useful one too.
ChrisMoody
Keep em coming Legend.
kakola
Clever man. Is the bandwidth customizable?
RicardoSantos
@kakola, not at this stage
user1928374560XYZ
how can this be applied and used?
OutsourcE
@Uni_ve12se, Should be applied to volume
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