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OPEN-SOURCE SCRIPT

Function - Probability UDF

By RicardoSantos
Wizard
Updated
A user defined function library of probability focused functions.
Release Notes
minor stuff: cdf comments, parameter naming.
Release Notes
added error function and inverse error function.
Release Notes
added function to calculate probability of state at step in a markov chain.
Release Notes
added a diffusion matrix function.
Release Notes
added Shannon's entropy and Gini impurity functions, minor modification.
Release Notes
added Chebyshev Inequality functions
educationalfunctionlibraryOscillatorsprobabilityudf

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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RicardoSantos
Wizard

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