PINE LIBRARY
MathProbabilityDistribution

Library "MathProbabilityDistribution"
Probability Distribution Functions.
name(idx) Indexed names helper function.
Parameters:
idx: int, position in the range (0, 6).
Returns: string, distribution name.
usage:
.name(1)
Notes:
(0) => 'StdNormal'
(1) => 'Normal'
(2) => 'Skew Normal'
(3) => 'Student T'
(4) => 'Skew Student T'
(5) => 'GED'
(6) => 'Skew GED'
zscore(position, mean, deviation) Z-score helper function for x calculation.
Parameters:
position: float, position.
mean: float, mean.
deviation: float, standard deviation.
Returns: float, z-score.
usage:
.zscore(1.5, 2.0, 1.0)
std_normal(position) Standard Normal Distribution.
Parameters:
position: float, position.
Returns: float, probability density.
usage:
.std_normal(0.6)
normal(position, mean, scale) Normal Distribution.
Parameters:
position: float, position in the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.normal(0.6)
skew_normal(position, skew, mean, scale) Skew Normal Distribution.
Parameters:
position: float, position in the distribution.
skew: float, skewness of the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.skew_normal(0.8, -2.0)
ged(position, shape, mean, scale) Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.ged(0.8, -2.0)
skew_ged(position, shape, skew, mean, scale) Skew Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_ged(0.8, 2.0, 1.0)
student_t(position, shape, mean, scale) Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.student_t(0.8, 2.0, 1.0)
skew_student_t(position, shape, skew, mean, scale) Skew Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_student_t(0.8, 2.0, 1.0)
select(distribution, position, mean, scale, shape, skew, log) Conditional Distribution.
Parameters:
distribution: string, distribution name.
position: float, position.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
shape: float, shape.
skew: float, skew.
log: bool, if true apply log() to the result.
Returns: float, probability.
usage:
.select('StdNormal', __CYCLE4F__, log=true)
Probability Distribution Functions.
name(idx) Indexed names helper function.
Parameters:
idx: int, position in the range (0, 6).
Returns: string, distribution name.
usage:
.name(1)
Notes:
(0) => 'StdNormal'
(1) => 'Normal'
(2) => 'Skew Normal'
(3) => 'Student T'
(4) => 'Skew Student T'
(5) => 'GED'
(6) => 'Skew GED'
zscore(position, mean, deviation) Z-score helper function for x calculation.
Parameters:
position: float, position.
mean: float, mean.
deviation: float, standard deviation.
Returns: float, z-score.
usage:
.zscore(1.5, 2.0, 1.0)
std_normal(position) Standard Normal Distribution.
Parameters:
position: float, position.
Returns: float, probability density.
usage:
.std_normal(0.6)
normal(position, mean, scale) Normal Distribution.
Parameters:
position: float, position in the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.normal(0.6)
skew_normal(position, skew, mean, scale) Skew Normal Distribution.
Parameters:
position: float, position in the distribution.
skew: float, skewness of the distribution.
mean: float, mean of the distribution, default=0.0 for standard distribution.
scale: float, scale of the distribution, default=1.0 for standard distribution.
Returns: float, probability density.
usage:
.skew_normal(0.8, -2.0)
ged(position, shape, mean, scale) Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.ged(0.8, -2.0)
skew_ged(position, shape, skew, mean, scale) Skew Generalized Error Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_ged(0.8, 2.0, 1.0)
student_t(position, shape, mean, scale) Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.student_t(0.8, 2.0, 1.0)
skew_student_t(position, shape, skew, mean, scale) Skew Student-T Distribution.
Parameters:
position: float, position.
shape: float, shape.
skew: float, skew.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
Returns: float, probability.
usage:
.skew_student_t(0.8, 2.0, 1.0)
select(distribution, position, mean, scale, shape, skew, log) Conditional Distribution.
Parameters:
distribution: string, distribution name.
position: float, position.
mean: float, mean, default=0.0 for standard distribution.
scale: float, scale, default=1.0 for standard distribution.
shape: float, shape.
skew: float, skew.
log: bool, if true apply log() to the result.
Returns: float, probability.
usage:
.select('StdNormal', __CYCLE4F__, log=true)
ספריית Pine
ברוח TradingView אמיתית, המחבר פרסם את קוד Pine זה כספריית קוד פתוח כך שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומי קוד פתוח אחרים, אך השימוש החוזר בקוד זה בפרסומים כפוף לכללי הבית.
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.
ספריית Pine
ברוח TradingView אמיתית, המחבר פרסם את קוד Pine זה כספריית קוד פתוח כך שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומי קוד פתוח אחרים, אך השימוש החוזר בקוד זה בפרסומים כפוף לכללי הבית.
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.