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feat(statistics): add Variance indicator with O(1) calculation and usage example

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Miha Kralj
2025-12-25 17:18:41 -08:00
parent 9ba89812cd
commit 4ff6dc0ad9
61 changed files with 6069 additions and 99 deletions
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lib/statistics/_index.md
+6 -6
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@@ -8,7 +8,7 @@ Statistical analysis tools applied to price/returns.
| BIAS | Bias | |
| COINTEGRATION | Cointegration | |
| CORRELATION | Correlation (Pearson's) | |
| COVARIANCE | Covariance | |
| [COVARIANCE](covariance/Covariance.md) | Covariance | |
| CUMMEAN | Cumulative Mean (Average) | |
| ENTROPY | Normalized Shannon Entropy | |
| GEOMEAN | Geometric Mean | |
@@ -19,15 +19,15 @@ Statistical analysis tools applied to price/returns.
| JB | Jarque-Bera Test | |
| KENDALL | Kendall Rank Correlation | |
| KURTOSIS | Kurtosis | |
| LINREG | Linear Regression Curve | |
| MEDIAN | Median (Statistical) | |
| [LINREG](linreg/LinReg.md) | Linear Regression Curve | |
| [MEDIAN](median/Median.md) | Median (Statistical) | |
| MODE | Mode (Most Frequent) | |
| PERCENTILE | Percentile | |
| QUANTILE | Quantile | |
| SKEW | Skewness | |
| [SKEW](skew/Skew.md) | Skewness | |
| SPEARMAN | Spearman Rank Correlation | |
| STDDEV | Standard Deviation | |
| [STDDEV](stddev/StdDev.md) | Standard Deviation | |
| THEIL | Theil Index | |
| VARIANCE | Variance | |
| [VARIANCE](variance/Variance.md) | Variance | |
| ZSCORE | Z-score standardization | |
| ZTEST | Z-Test | |