@thi.ng/transducers-stats/roc.d.ts

Transducers for statistical / technical analysis

import type { Transducer } from "@thi.ng/transducers";
/**
 * Rate of change.
 *
 * https://en.wikipedia.org/wiki/Momentum_(technical_analysis)
 *
 * Note: the number of results will be `period` less than the number of
 * processed inputs and no outputs will be produced if there were less than
 * `period` input values.
 *
 * @param period -
 */
export declare function roc(period: number): Transducer<number, number>;
export declare function roc(period: number, src: Iterable<number>): IterableIterator<number>;
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