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)
Biblioteca do Pine
No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Biblioteca do Pine
No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.