PINE LIBRARY

FunctionCosineSimilarity

Updated
Library "FunctionCosineSimilarity"
Cosine Similarity method.

function(sample_a, sample_b) Measure the similarity of 2 vectors.
  Parameters:
    sample_a: float array, values.
    sample_b: float array, values.
  Returns: float.

diss(cosim) Dissimilarity helper function.
  Parameters:
    cosim: float, cosine similarity value (0 > 1)
  Returns: float
Release Notes
v2 - added error messages.
arraysinformationtheoryMarket Geometrymeasuresimilaritystatistics

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House rules.

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