sonar fixes

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Miha Kralj
2024-11-05 15:51:29 -08:00
parent 2b5c89640d
commit 0bae9ce15b
19 changed files with 801 additions and 141 deletions
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# Statistics indicators
Done: 13, Todo: 6
# Statistics
*BETA - Beta coefficient (Beta, R-squared)
*CORR - Correlation Coefficient (Correlation, P-value)
✔️ CURVATURE - Rate of Change in Direction or Slope
✔️ ENTROPY - Measure of Uncertainty or Disorder
✔️ HURST - Hurst Exponent
✔️ KURTOSIS - Measure of Tails/Peakedness
✔️ MAX - Maximum with exponential decay
✔️ MEDIAN - Middle value
✔️ MIN - Minimum with exponential decay
✔️ MODE - Most Frequent Value
✔️ PERCENTILE - Rank Order
*RSQUARED - Coefficient of Determination (R-squared, Adjusted R-squared)
✔️ SKEW - Skewness, asymmetry of distribution
✔️ SLOPE - Rate of Change, Linear Regression
✔️ STDDEV - Standard Deviation, Measure of Spread
*THEIL - Theil's U Statistics (U1, U2)
*TSF - Time Series Forecast (Forecast, Confidence Interval)
✔️ VARIANCE - Average of Squared Deviations
✔️ ZSCORE - Standardized Score
Statistical functions and indicators for financial analysis.
## Implemented
- [Beta](Beta.cs) - Beta coefficient measuring volatility relative to market
- [Corr](Corr.cs) - Correlation coefficient between two series
- [Curvature](Curvature.cs) - Curvature of a time series
- [Entropy](Entropy.cs) - Information entropy of a series
- [Hurst](Hurst.cs) - Hurst exponent for trend strength
- [Kurtosis](Kurtosis.cs) - Kurtosis measuring tail extremity
- [Max](Max.cs) - Maximum value over period
- [Median](Median.cs) - Median value over period
- [Min](Min.cs) - Minimum value over period
- [Mode](Mode.cs) - Mode (most frequent value)
- [Percentile](Percentile.cs) - Percentile rank calculation
- [Skew](Skew.cs) - Skewness measuring distribution asymmetry
- [Slope](Slope.cs) - Linear regression slope
- [Stddev](Stddev.cs) - Standard deviation
- [Theil](Theil.cs) - Theil's U statistics for forecast accuracy
- [Tsf](Tsf.cs) - Time series forecast
- [Variance](Variance.cs) - Statistical variance
- [Zscore](Zscore.cs) - Z-score standardization
## Planned
- Cointegration - Test for cointegrated series
- Granger - Granger causality test
- Jarque-Bera - Normality test
- Kendall - Kendall rank correlation
- Spearman - Spearman rank correlation