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@thi.ng/transducers-stats

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Transducers for statistical / technical analysis

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import { comp } from "@thi.ng/transducers/comp"; import { drop } from "@thi.ng/transducers/drop"; import { iterator1 } from "@thi.ng/transducers/iterator"; import { map } from "@thi.ng/transducers/map"; import { multiplex } from "@thi.ng/transducers/multiplex"; import { wma } from "./wma.js"; function hma(period, src) { return src ? iterator1(hma(period), src) : comp( multiplex(wma(period / 2 | 0), wma(period)), drop(period - 1), map((w) => 2 * w[0] - w[1]), wma(Math.sqrt(period)) ); } export { hma };