RicardoSantos

Function - Kernel Density Estimation (KDE)

RicardoSantos Wizard 已更新   
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable."
from wikipedia.com

KDE function with optional kernel:
  • Uniform
  • Triangle
  • Epanechnikov
  • Quartic
  • Triweight
  • Gaussian
  • Cosinus

Republishing due to change of function.
deprecated script:
發布通知:
added quartic and triweight kernels.
發布通知:
  • added placeholder for kernels(logistic, sigmoid, silverman)
  • added kernel calculations for kernel(uniform, triangular, cosine)
發布通知:
added calculations for kernels(logistic, sigmoid and silverman(Not working atm)
發布通知:
removed silverman kernel, added highest value index line/label, nearest to 0 index as a dotted gray line.
發布通知:
added extra stats/visuals to drawing function.
開源腳本

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。

免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。

想在圖表上使用此腳本?