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QuanTAlib/lib/statistics/_list.md
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2024-10-26 23:54:55 -07:00

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Markdown

BETA - Beta coefficient
CORR - Correlation Coefficient
✔️ CURVATURE - Rate of Change in Direction or Slope
✔️ ENTROPY - Measure of Uncertainty or Disorder
HUBER - Huber Loss
HURST - Hurst Exponent
✔️ KURTOSIS - Measure of Tails/Peakedness
✔️ MAX - Maximum with exponential decay
✔️ MEDIAN - Middle value
✔️ MIN - Minimum with exponential decay
✔️ MODE - Most Frequent Value
✔️ PERCENTILE - Rank Order
RSQUARED - Coefficient of Determination R-Squared
✔️ SKEW - Skewness, asymmetry of distribution
✔️ SLOPE - Rate of Change, Linear Regression
✔️ STDDEV - Standard Deviation, Measure of Spread
THEIL - Theil's U Statistics
TSF - Time Series Forecast
✔️ VARIANCE - Average of Squared Deviations
✔️ ZSCORE - Standardized Score