PINE LIBRARY
업데이트됨 GaussianDistribution

Library "GaussianDistribution"
This library defines a custom type `distr` representing a Gaussian (or other statistical) distribution.
It provides methods to calculate key statistical moments and scores, including mean, median, mode, standard deviation, variance, skewness, kurtosis, and Z-scores.
This library is useful for analyzing probability distributions in financial data.
Disclaimer:
I am not a mathematician, but I have implemented this library to the best of my understanding and capacity. Please be indulgent as I tried to translate statistical concepts into code as accurately as possible. Feedback, suggestions, and corrections are welcome to improve the reliability and robustness of this library.
mean(source, length)
Calculate the mean (average) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
Returns: Mean (μ)
stdev(source, length)
Calculate the standard deviation (σ) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
Returns: Standard deviation (σ)
skewness(source, length, mean, stdev)
Calculate the skewness (γ₁) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Skewness (γ₁)
skewness(source, length)
Overloaded skewness to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Skewness (γ₁)
mode(mean, stdev, skewness)
Estimate mode - Most frequent value in the distribution (approximation based on skewness)
Parameters:
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
return Mode
mode(source, length)
Overloaded mode to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Mode
median(mean, stdev, skewness)
Estimate median - Middle value of the distribution (approximation)
Parameters:
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
return Median
median(source, length)
Overloaded median to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Median
variance(stdev)
Calculate variance (σ²) - Square of the standard deviation
Parameters:
stdev (float): the standard deviation (σ) of the distribution
return Variance (σ²)
variance(source, length)
Overloaded variance to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Variance (σ²)
kurtosis(source, length, mean, stdev)
Calculate kurtosis (γ₂) - Degree of "tailedness" in the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Kurtosis (γ₂)
kurtosis(source, length)
Overloaded kurtosis to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Kurtosis (γ₂)
normal_score(source, mean, stdev)
Calculate Z-score (standard score) assuming a normal distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Z-Score
normal_score(source, length)
Overloaded normal_score to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Z-Score
non_normal_score(source, mean, stdev, skewness, kurtosis)
Calculate adjusted Z-score considering skewness and kurtosis
Parameters:
source (float): Distribution source (typically a price or indicator series)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
kurtosis (float): the "tailedness" in the distribution
return Z-Score
non_normal_score(source, length)
Overloaded non_normal_score to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Z-Score
method init(this)
Initialize all statistical fields of the `distr` type
Namespace types: distr
Parameters:
this (distr)
method init(this, source, length)
Overloaded initializer to set source and length
Namespace types: distr
Parameters:
this (distr)
source (float)
length (int)
distr
Custom type to represent a Gaussian distribution
Fields:
source (series float): Distribution source (typically a price or indicator series)
length (series int): Window length for the distribution (must be >= 30 for meaningful statistics)
mode (series float): Most frequent value in the distribution
median (series float): Middle value separating the greater and lesser halves of the distribution
mean (series float): μ (1st central moment) - Average of the distribution
stdev (series float): σ or standard deviation (square root of the variance) - Measure of dispersion
variance (series float): σ² (2nd central moment) - Squared standard deviation
skewness (series float): γ₁ (3rd central moment) - Asymmetry of the distribution
kurtosis (series float): γ₂ (4th central moment) - Degree of "tailedness" relative to a normal distribution
normal_score (series float): Z-score assuming normal distribution
non_normal_score (series float): Adjusted Z-score considering skewness and kurtosis
This library defines a custom type `distr` representing a Gaussian (or other statistical) distribution.
It provides methods to calculate key statistical moments and scores, including mean, median, mode, standard deviation, variance, skewness, kurtosis, and Z-scores.
This library is useful for analyzing probability distributions in financial data.
Disclaimer:
I am not a mathematician, but I have implemented this library to the best of my understanding and capacity. Please be indulgent as I tried to translate statistical concepts into code as accurately as possible. Feedback, suggestions, and corrections are welcome to improve the reliability and robustness of this library.
mean(source, length)
Calculate the mean (average) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
Returns: Mean (μ)
stdev(source, length)
Calculate the standard deviation (σ) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
Returns: Standard deviation (σ)
skewness(source, length, mean, stdev)
Calculate the skewness (γ₁) of the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Skewness (γ₁)
skewness(source, length)
Overloaded skewness to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Skewness (γ₁)
mode(mean, stdev, skewness)
Estimate mode - Most frequent value in the distribution (approximation based on skewness)
Parameters:
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
return Mode
mode(source, length)
Overloaded mode to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Mode
median(mean, stdev, skewness)
Estimate median - Middle value of the distribution (approximation)
Parameters:
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
return Median
median(source, length)
Overloaded median to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Median
variance(stdev)
Calculate variance (σ²) - Square of the standard deviation
Parameters:
stdev (float): the standard deviation (σ) of the distribution
return Variance (σ²)
variance(source, length)
Overloaded variance to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Variance (σ²)
kurtosis(source, length, mean, stdev)
Calculate kurtosis (γ₂) - Degree of "tailedness" in the distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Kurtosis (γ₂)
kurtosis(source, length)
Overloaded kurtosis to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Kurtosis (γ₂)
normal_score(source, mean, stdev)
Calculate Z-score (standard score) assuming a normal distribution
Parameters:
source (float): Distribution source (typically a price or indicator series)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
return Z-Score
normal_score(source, length)
Overloaded normal_score to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Z-Score
non_normal_score(source, mean, stdev, skewness, kurtosis)
Calculate adjusted Z-score considering skewness and kurtosis
Parameters:
source (float): Distribution source (typically a price or indicator series)
mean (float): the mean (average) of the distribution
stdev (float): the standard deviation (σ) of the distribution
skewness (float): the skewness (γ₁) of the distribution
kurtosis (float): the "tailedness" in the distribution
return Z-Score
non_normal_score(source, length)
Overloaded non_normal_score to calculate from source and length
Parameters:
source (float): Distribution source (typically a price or indicator series)
length (int): Window length for the distribution (must be >= 30 for meaningful statistics)
return Z-Score
method init(this)
Initialize all statistical fields of the `distr` type
Namespace types: distr
Parameters:
this (distr)
method init(this, source, length)
Overloaded initializer to set source and length
Namespace types: distr
Parameters:
this (distr)
source (float)
length (int)
distr
Custom type to represent a Gaussian distribution
Fields:
source (series float): Distribution source (typically a price or indicator series)
length (series int): Window length for the distribution (must be >= 30 for meaningful statistics)
mode (series float): Most frequent value in the distribution
median (series float): Middle value separating the greater and lesser halves of the distribution
mean (series float): μ (1st central moment) - Average of the distribution
stdev (series float): σ or standard deviation (square root of the variance) - Measure of dispersion
variance (series float): σ² (2nd central moment) - Squared standard deviation
skewness (series float): γ₁ (3rd central moment) - Asymmetry of the distribution
kurtosis (series float): γ₂ (4th central moment) - Degree of "tailedness" relative to a normal distribution
normal_score (series float): Z-score assuming normal distribution
non_normal_score (series float): Adjusted Z-score considering skewness and kurtosis
릴리즈 노트
v2 Minor fixes 릴리즈 노트
v3파인 라이브러리
진정한 트레이딩뷰 정신에 따라 작성자는 이 파인 코드를 오픈 소스 라이브러리로 공개하여 커뮤니티의 다른 파인 프로그래머들이 재사용할 수 있도록 했습니다. 작성자에게 건배! 이 라이브러리는 개인적으로 또는 다른 오픈 소스 출판물에서 사용할 수 있지만, 출판물에서 이 코드를 재사용하는 것은 하우스 룰의 적용을 받습니다.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
파인 라이브러리
진정한 트레이딩뷰 정신에 따라 작성자는 이 파인 코드를 오픈 소스 라이브러리로 공개하여 커뮤니티의 다른 파인 프로그래머들이 재사용할 수 있도록 했습니다. 작성자에게 건배! 이 라이브러리는 개인적으로 또는 다른 오픈 소스 출판물에서 사용할 수 있지만, 출판물에서 이 코드를 재사용하는 것은 하우스 룰의 적용을 받습니다.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.