# Statistics

Statistical functions and indicators for financial analysis.

## Implemented

- [Beta](Beta.cs) - Beta coefficient measuring volatility relative to market
- [Corr](Corr.cs) - Correlation coefficient between two series
- [Curvature](Curvature.cs) - Curvature of a time series
- [Entropy](Entropy.cs) - Information entropy of a series
- [Hurst](Hurst.cs) - Hurst exponent for trend strength
- [Kurtosis](Kurtosis.cs) - Kurtosis measuring tail extremity
- [Max](Max.cs) - Maximum value over period
- [Median](Median.cs) - Median value over period
- [Min](Min.cs) - Minimum value over period
- [Mode](Mode.cs) - Mode (most frequent value)
- [Percentile](Percentile.cs) - Percentile rank calculation
- [Skew](Skew.cs) - Skewness measuring distribution asymmetry
- [Slope](Slope.cs) - Linear regression slope
- [Stddev](Stddev.cs) - Standard deviation
- [Theil](Theil.cs) - Theil's U statistics for forecast accuracy
- [Tsf](Tsf.cs) - Time series forecast
- [Variance](Variance.cs) - Statistical variance
- [Zscore](Zscore.cs) - Z-score standardization

## Planned

- Cointegration - Test for cointegrated series
- Granger - Granger causality test
- Jarque-Bera - Normality test
- Kendall - Kendall rank correlation
- Spearman - Spearman rank correlation