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Covar, Kendall, Spearman
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# Statistics
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# Statistics indicators
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Done: 21, Todo: 2
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Statistical functions and indicators for financial analysis.
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## Implemented
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- [Beta](Beta.cs) - Beta coefficient measuring volatility relative to market
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- [Corr](Corr.cs) - Correlation coefficient between two series
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- [Curvature](Curvature.cs) - Curvature of a time series
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- [Entropy](Entropy.cs) - Information entropy of a series
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- [Hurst](Hurst.cs) - Hurst exponent for trend strength
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- [Kurtosis](Kurtosis.cs) - Kurtosis measuring tail extremity
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- [Max](Max.cs) - Maximum value over period
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- [Median](Median.cs) - Median value over period
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- [Min](Min.cs) - Minimum value over period
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- [Mode](Mode.cs) - Mode (most frequent value)
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- [Percentile](Percentile.cs) - Percentile rank calculation
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- [Skew](Skew.cs) - Skewness measuring distribution asymmetry
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- [Slope](Slope.cs) - Linear regression slope
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- [Stddev](Stddev.cs) - Standard deviation
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- [Theil](Theil.cs) - Theil's U statistics for forecast accuracy
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- [Tsf](Tsf.cs) - Time series forecast
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- [Variance](Variance.cs) - Statistical variance
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- [Zscore](Zscore.cs) - Z-score standardization
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## Planned
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- Cointegration - Test for cointegrated series
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- Granger - Granger causality test
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- Jarque-Bera - Normality test
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- Kendall - Kendall rank correlation
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- Spearman - Spearman rank correlation
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✔️ BETA - Beta coefficient measuring volatility relative to market
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✔️ CORR - Correlation coefficient between two series
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✔️ COVAR - Covariance between two series
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✔️ CURVATURE - Curvature of a time series
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✔️ ENTROPY - Information entropy of a series
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✔️ HURST - Hurst exponent for trend strength
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✔️ KENDALL - Kendall rank correlation
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✔️ KURTOSIS - Kurtosis measuring tail extremity
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✔️ MAX - Maximum value over period
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✔️ MEDIAN - Median value over period
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✔️ MIN - Minimum value over period
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✔️ MODE - Mode (most frequent value)
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✔️ PERCENTILE - Percentile rank calculation
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✔️ SKEW - Skewness measuring distribution asymmetry
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✔️ SLOPE - Linear regression slope
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✔️ SPEARMAN - Spearman rank correlation
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✔️ STDDEV - Standard deviation
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✔️ THEIL - Theil's U statistics for forecast accuracy
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✔️ TSF - Time series forecast
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✔️ VARIANCE - Statistical variance
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✔️ ZSCORE - Z-score standardization
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COINTEGRATION - Test for cointegrated series
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GRANGER - Granger causality test
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