Package trade.invision.indicators.indicators.statistical

Class StandardDeviation

java.lang.Object

trade.invision.indicators.indicators.Indicator<Num>

trade.invision.indicators.indicators.statistical.StandardDeviation

public class StandardDeviation
extends Indicator<Num>

StandardDeviation is a Num Indicator to provide the statistical standard deviation (stddev) over a length of values. The calculation is the same as the root-mean-square deviation (RMSD).

See Also:

• Wikipedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	StandardDeviation(Indicator<Num> indicator, int length, boolean unbiased)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static StandardDeviation	standardDeviation(Indicator<Num> indicator, int length, boolean unbiased)	Gets a StandardDeviation.
static StandardDeviation	stddev(Indicator<Num> indicator, int length, boolean unbiased)

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

StandardDeviation

protected StandardDeviation(Indicator<Num> indicator,
 int length,
 boolean unbiased)

Method Details

stddev

public static StandardDeviation stddev(Indicator<Num> indicator,
 int length,
 boolean unbiased)

See Also:

• standardDeviation(Indicator, int, boolean)

standardDeviation

public static StandardDeviation standardDeviation(Indicator<Num> indicator,
 int length,
 boolean unbiased)

Gets a StandardDeviation.

Parameters:

indicator - the Indicator

length - the number of values to look back at

unbiased - true to use n - 1 (unbiased) for the divisor in the standard deviation calculation, false to use n (biased)

calculate

protected Num calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Num>

Parameters:

index - the index

Returns:

the result (never null)