metrics

package
v0.1.2 Latest Latest
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Published: Mar 4, 2024 License: MIT Imports: 4 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Mean

func Mean(values []float64) float64

func Payoff

func Payoff(values []float64) float64

func ProfitFactor

func ProfitFactor(values []float64) float64

Types

type BootstrapInterval

type BootstrapInterval struct {
	Lower  float64
	Upper  float64
	StdDev float64
	Mean   float64
}

func Bootstrap

func Bootstrap(values []float64, measure func([]float64) float64, sampleSize int,
	confidence float64) BootstrapInterval

Bootstrap calculates the confidence interval of a sample using the bootstrap method.

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