Module "sd"

sd

• sd(period?: undefined | number, scale?: undefined | number): Transducer<number, number>
• sd(src: Iterable<number>): IterableIterator<number>
• sd(period: number, scale: number, src: Iterable<number>): IterableIterator<number>

• 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.

  Parameters

  • Optional period: undefined | number

    -

  • Optional scale: undefined | number

    -

  Returns Transducer<number, number>

• Parameters

  • src: Iterable<number>

  Returns IterableIterator<number>

• Parameters

  • period: number

  • scale: number

  • src: Iterable<number>

  Returns IterableIterator<number>