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

Transducers for statistical / technical analysis

import type { Transducer } from "@thi.ng/transducers";
/**
 * Moving standard deviation, calculates mean square error to SMA and yields
 * sequence of `sqrt(error / period)`.
 *
 * https://en.wikipedia.org/wiki/Bollinger_Bands
 *
 * Note: the number of results will be `period-1` less than the number of
 * processed inputs.
 *
 * @param period -
 * @param scale -
 */
export declare function sd(period?: number, scale?: number): Transducer<number, number>;
export declare function sd(src: Iterable<number>): IterableIterator<number>;
export declare function sd(period: number, scale: number, src: Iterable<number>): IterableIterator<number>;
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