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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup
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@@ -14,8 +14,6 @@
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- The LOG transformer applies the natural logarithm function $\ln(x)$ to input values.
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- No configurable parameters; computation is stateless per bar.
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- Output range: Varies (see docs).
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- Requires `0` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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The LOG transformer applies the natural logarithm function $\ln(x)$ to input values. This point-wise transformation compresses large values and expands small ones, making it essential for analyzing multiplicative processes like compounded returns.
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@@ -138,4 +136,4 @@ var logTransform = new Logtrans(priceSource);
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## References
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- Wilmott, P. (2006). "Paul Wilmott on Quantitative Finance." Wiley.
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- Hull, J. (2018). "Options, Futures, and Other Derivatives." Pearson.
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- Hull, J. (2018). "Options, Futures, and Other Derivatives." Pearson.
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