mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 12:07:44 +00:00
Miha
24 lines
950 B
Markdown
24 lines
950 B
Markdown
# Statistics indicators
|
|
Done: 13, Todo: 6
|
|
|
|
*BETA - Beta coefficient (Beta, R-squared)
|
|
*CORR - Correlation Coefficient (Correlation, P-value)
|
|
✔️ 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, Adjusted R-squared)
|
|
✔️ SKEW - Skewness, asymmetry of distribution
|
|
✔️ SLOPE - Rate of Change, Linear Regression
|
|
✔️ STDDEV - Standard Deviation, Measure of Spread
|
|
*THEIL - Theil's U Statistics (U1, U2)
|
|
*TSF - Time Series Forecast (Forecast, Confidence Interval)
|
|
✔️ VARIANCE - Average of Squared Deviations
|
|
✔️ ZSCORE - Standardized Score
|