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CORR - Pearson's Correlation Coefficient

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Miha Kralj
2022-11-15 21:12:03 -08:00
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@@ -55,7 +55,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
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| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
| ⛔ CORREL - Pearson's Correlation Coefficient || CORREL | GetCorrelation ||
| ⭐ CORR - Pearson's Correlation Coefficient | `CORR_Series` | CORREL | GetCorrelation ||
| ⛔ COVAR - Covariance ||| GetCorrelation ||
| ⭐ ENTP - Entropy | `ENTP_Series` ||| entropy |
| ⭐ KURT - Kurtosis | `KURT_Series` ||| kurtosis |
@@ -72,7 +72,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ SVAR - Sample Variance | `SVAR_Series` ||| variance |
| ⛔ QUANTILE - Quantile |||| quantile |
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
| ⭐ ZSCORE - Number of standard deviations from mean | ZSCORE_Series || GetStdDev | zscore |
| ⭐ ZSCORE - Number of standard deviations from mean | `ZSCORE_Series` || GetStdDev | zscore |
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| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||