Descriptive Statistics
Descriptive statistics is the discipline of quantitatively describing the main features of a collection of data; The main aim is to summarize a data set, rather than use the data to learn about the population that the data are thought to represent.
- ACF - Autocorrelation Function
- ACFCI - ACF Confidence Interval Function
- PACF - Partial Autocorrelation
- PACFCI - Partial Autocorrelation Confidence Interval
- GED_XKURT - GED Excess-Kurtosis
- TDIST_XKURT - Kurtosis of t-distribution
- XCF - Cross Correlation Function
- EWXCF - Exponential-Weighted Correlation
- EWMA - Exponential Weighted Volatility
- NxKDE - Calculates the kernel density estimate
- GINI - Gini Coefficient
- Hurst Exponent, Index, or Parameter
- IQR - Interquartile Range
- LRVar - Long-run Variance (Bartlett Kernel)
- MAD - Median of Absolute Deviation
- MD - Mean Absolute Difference
- Quantile - Sample Quantile
- RMD - Relative Mean Difference
- RMS - Root Mean Square
- HISTBIN - Histogram Bin
- HISTBINS - Number of Histogram Bins
- EDF - Empirical Distribution Function
- NxHistogram - Frequency Distribution (Histogram)
- KDE - Kernel Density Estimation