Package com.wualabs.qtsurfer.engine.indicators.statistics.pro
package com.wualabs.qtsurfer.engine.indicators.statistics.pro
Pro statistical indicators.
Advanced statistical computations: variance, standard deviation, z-score, correlation, covariance, beta, skewness, kurtosis, linear regression, autocorrelation, Hurst exponent, rolling percentile, and Value-at-Risk.
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ClassesClassDescriptionRolling Lag-1 Autocorrelation with O(1) per-tick updates.Rolling Beta coefficient with O(1) per-tick updates.Rolling Pearson Correlation coefficient with O(1) per-tick updates.Rolling population covariance with O(1) per-tick updates.Rolling Hurst Exponent with O(n) per-tick updates.Rolling Excess Kurtosis with O(1) per-tick updates.Rolling Linear Regression Slope with O(1) per-tick updates.Rolling Percentile with O(n) per-tick updates via sorted insertion.Full rolling OLS regression with O(1) per-tick updates.Rolling Skewness with O(1) per-tick updates.Rolling standard deviation with O(1) per-tick updates.Rolling parametric (Gaussian) Value at Risk with O(1) per-tick updates.Rolling variance with O(1) per-tick updates using a single window.Rolling Z-Score with O(1) per-tick updates.