PINE LIBRARY

ArrayStatistics

By RicardoSantos

Updated

Library "ArrayStatistics"
Statistic Functions using arrays.

rms(sample) Root Mean Squared
Parameters:

sample: float array, data sample points.

Returns: float

skewness_pearson1(sample) Pearson's 1st Coefficient of Skewness.
Parameters:

sample: float array, data sample.

Returns: float

skewness_pearson2(sample) Pearson's 2nd Coefficient of Skewness.
Parameters:

sample: float array, data sample.

Returns: float

pearsonr(sample_a, sample_b) Pearson correlation coefficient measures the linear relationship between two datasets.
Parameters:

sample_a: float array, sample with data.
sample_b: float array, sample with data.

Returns: float p

kurtosis(sample) Kurtosis of distribution.
Parameters:

sample: float array, data sample.

Returns: float

range_int(sample, percent) Get range around median containing specified percentage of values.
Parameters:

sample: int array, Histogram array.
percent: float, Values percentage around median.

Returns: tuple with [int, int], Returns the range which containes specifies percentage of values.

Release Notes

added new function:
average_weighted(sample, weights) Computes a weighted average (the mean, where each value is weighted by its relative importance).
Parameters:
sample: float array, data sample.
weights: float array, weights to apply to samples.
Returns: float

Release Notes

v3
Updated: display examples on chart.
Added:
arithmetic_geometric_mean_simple(value_a, value_b, tolerance_value) Calculate the arithmetic-geometric mean of two numbers (_value_a, _value_b).
Parameters:
value_a: float, number value.
value_b: float, number value.
tolerance_value: float, number value, default=1e-12.
Returns: float

arithmetic_geometric_mean(sample, tolerance_value) Computes the arithmetic geometric mean of a sequence of values.
Parameters:
sample: float array, data sample.
tolerance_value: float, number value, default=1e-12.
Returns: float

Release Notes

v4

Added:
zscore_simple(value, mean, deviation) Computes the simple version of the z-score formula.
Parameters:
value: float, data value.
mean: float, data mean.
deviation: float, the standard deviation of the data.
Returns: float.

zscore(sample) Computes the z-score of a data sample values.
Parameters:
sample: float array, data values.
Returns: float array.

Release Notes

v5

Updated:
arithmetic_geometric_mean() was not computed correctly, thank you, InvestCHK for pointing it out.

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.

RicardoSantos

Disclaimer

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