MathProbabilityDistribution

Probability Distribution Functions.
name(idx) Indexed names helper function.
Parameters:
idx: int, position in the range (0, 6).
Returns: string, distribution name.
usage:
.name(1)
Notes:
(0) => 'StdNormal'
(1) => 'Normal'
(2) => 'Skew Normal'
(3) => 'Student T'
(4) => 'Skew Student T'
(5) => 'GED'
(6) => 'Skew GED'
zscore(position, mean, deviation) Z-score helper function for x calculation.
Parameters:
position: float, position.
mean: float, mean.
deviation: float, standard deviation.
Returns: float, z-score.
usage:
.zscore(1.5, 2.0, 1.0)
std_normal(position) Standard Normal Distribution.
Parameters:
position: float, position.
Returns: float, probability density.
usage:
.std_normal(0.6)
normal(position, mean, scale) Normal Distribution.
Parameters:
position: float, position in the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.normal(0.6)
skew_normal(position, skew, mean, scale) Skew Normal Distribution.
Parameters:
position: float, position in the distribution.
skew: float, skewness of the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.skew_normal(0.8, -2.0)
ged(position, shape, mean, scale) Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.ged(0.8, -2.0)
skew_ged(position, shape, skew, mean, scale) Skew Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_ged(0.8, 2.0, 1.0)
student_t(position, shape, mean, scale) Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.student_t(0.8, 2.0, 1.0)
skew_student_t(position, shape, skew, mean, scale) Skew Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_student_t(0.8, 2.0, 1.0)
select(distribution, position, mean, scale, shape, skew, log) Conditional Distribution.
Parameters:
distribution: string, distribution name.
position: float, position.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
shape: float, shape.
skew: float, skew.
log: bool, if true apply log() to the result.
Returns: float, probability.
usage:
.select('StdNormal', __CYCLE4F__, log=true)
Biblioteca Pine
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Exención de responsabilidad
Biblioteca Pine
Siguiendo fielmente el espíritu de TradingView, el autor ha publicado este código Pine como una biblioteca de código, permitiendo que otros programadores de Pine en nuestra comunidad puedan volver a utilizarlo. ¡Un brindis 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 publicaciones se rige por las Normas internas.