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QuanTAlib/lib/statistics/_list.md
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2024-10-28 15:29:29 -07:00

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Statistics indicators

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