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Refactor documentation links in numerics, oscillators, reversals, and statistics modules to use relative paths; update Bias class to handle division by zero more robustly; remove obsolete CUMMEAN Pine script; enhance trend indicators documentation; add Visual Studio Code workspace configuration.

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Miha Kralj
2026-02-04 11:43:59 -08:00
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commit 3e854eac3f
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lib/filters/_index.md
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@@ -8,21 +8,21 @@ Signal processing filters adapted for financial time series. These are not indic
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [BESSEL](/lib/filters/bessel/Bessel.md) | Bessel Filter | Maximally flat group delay. Best phase response. Minimal overshoot. |
| [BILATERAL](/lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing. Adapts to local gradients. |
| [BPF](/lib/filters/bpf/Bpf.md) | BandPass Filter | 2nd-order IIR. Cascade of HP + LP. Extracts specific frequency band. |
| [BUTTER](/lib/filters/butter/Butter.md) | Butterworth Filter | Maximally flat frequency response. Classic IIR filter. |
| [CHEBY1](/lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper roll-off with passband ripple. Sharper cutoff than Butterworth. |
| [CHEBY2](/lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Equiripple stopband, monotonic passband. Better stopband rejection. |
| [ELLIPTIC](/lib/filters/elliptic/Elliptic.md) | Elliptic Filter | Equiripple both bands. Sharpest transition for given order. |
| [GAUSS](/lib/filters/gauss/Gauss.md) | Gaussian Filter | Bell-curve weighted smoothing. No overshoot. |
| [HANN](/lib/filters/hann/Hann.md) | Hann Filter | Hann window smoothing. Good spectral leakage control. |
| [HP](/lib/filters/hp/Hp.md) | Hodrick-Prescott | Causal trend/cycle decomposition. Regularization parameter λ controls smoothness. |
| [HPF](/lib/filters/hpf/Hpf.md) | High Pass Filter | Attenuates below cutoff. Isolates fast components. |
| [KALMAN](/lib/filters/kalman/Kalman.md) | Kalman Filter | Recursive state estimation. Optimal under Gaussian assumptions. |
| [LOESS](/lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression. Robust to outliers. |
| [NOTCH](/lib/filters/notch/Notch.md) | Notch Filter | Band-stop. Removes specific frequency (e.g., 60 Hz noise). |
| [SGF](/lib/filters/sgf/Sgf.md) | Savitzky-Golay | Polynomial smoothing. Preserves higher moments (derivatives). |
| [SSF](/lib/filters/ssf/Ssf.md) | Super Smoother | Ehlers. 2-pole Butterworth variant. Standard cycle pre-filter. |
| [USF](/lib/filters/usf/Usf.md) | Ultra Smoother | Ehlers. 3-pole variant. More smoothing than SSF. |
| [WIENER](/lib/filters/wiener/Wiener.md) | Wiener Filter | Optimal linear filter. Minimizes MSE given signal/noise spectra. |
| [BESSEL](bessel/Bessel.md) | Bessel Filter | Maximally flat group delay. Best phase response. Minimal overshoot. |
| [BILATERAL](bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing. Adapts to local gradients. |
| [BPF](bpf/Bpf.md) | BandPass Filter | 2nd-order IIR. Cascade of HP + LP. Extracts specific frequency band. |
| [BUTTER](butter/Butter.md) | Butterworth Filter | Maximally flat frequency response. Classic IIR filter. |
| [CHEBY1](cheby1/Cheby1.md) | Chebyshev Type I | Steeper roll-off with passband ripple. Sharper cutoff than Butterworth. |
| [CHEBY2](cheby2/Cheby2.md) | Chebyshev Type II | Equiripple stopband, monotonic passband. Better stopband rejection. |
| [ELLIPTIC](elliptic/Elliptic.md) | Elliptic Filter | Equiripple both bands. Sharpest transition for given order. |
| [GAUSS](gauss/Gauss.md) | Gaussian Filter | Bell-curve weighted smoothing. No overshoot. |
| [HANN](hann/Hann.md) | Hann Filter | Hann window smoothing. Good spectral leakage control. |
| [HP](hp/Hp.md) | Hodrick-Prescott | Causal trend/cycle decomposition. Regularization parameter λ controls smoothness. |
| [HPF](hpf/Hpf.md) | High Pass Filter | Attenuates below cutoff. Isolates fast components. |
| [KALMAN](kalman/Kalman.md) | Kalman Filter | Recursive state estimation. Optimal under Gaussian assumptions. |
| [LOESS](loess/Loess.md) | LOESS Smoothing | Local polynomial regression. Robust to outliers. |
| [NOTCH](notch/Notch.md) | Notch Filter | Band-stop. Removes specific frequency (e.g., 60 Hz noise). |
| [SGF](sgf/Sgf.md) | Savitzky-Golay | Polynomial smoothing. Preserves higher moments (derivatives). |
| [SSF](ssf/Ssf.md) | Super Smoother | Ehlers. 2-pole Butterworth variant. Standard cycle pre-filter. |
| [USF](usf/Usf.md) | Ultra Smoother | Ehlers. 3-pole variant. More smoothing than SSF. |
| [WIENER](wiener/Wiener.md) | Wiener Filter | Optimal linear filter. Minimizes MSE given signal/noise spectra. |