Statistic Functions

13 functions.

`pta.beta`

Beta

pta.beta(real0, real1, time_period=5)

TA-Lib name: BETA

Inputs

Input	Default
`real0`	required
`real1`	required

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	5	1 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.beta(pl.col("close"), pl.col("open"), time_period=20).alias("beta"))

`pta.correl`

Pearson's Correlation Coefficient (r)

pta.correl(real0, real1, time_period=30)

TA-Lib name: CORREL

Inputs

Input	Default
`real0`	required
`real1`	required

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	30	1 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.correl(pl.col("close"), pl.col("open"), time_period=20).alias("correl"))

`pta.kurtosis`

Rolling Excess Kurtosis

pta.kurtosis(real=pl.col("close"), time_period=30)

TA-Lib name: KURTOSIS

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	30	4 .. 10000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.kurtosis(time_period=20).alias("kurtosis"))

`pta.linearreg`

Linear Regression

pta.linearreg(real=pl.col("close"), time_period=14)

TA-Lib name: LINEARREG

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	14	2 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.linearreg(time_period=20).alias("linearreg"))

`pta.linearreg_angle`

Linear Regression Angle

pta.linearreg_angle(real=pl.col("close"), time_period=14)

TA-Lib name: LINEARREG_ANGLE

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	14	2 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.linearreg_angle(time_period=20).alias("linearreg_angle"))

`pta.linearreg_intercept`

Linear Regression Intercept

pta.linearreg_intercept(real=pl.col("close"), time_period=14)

TA-Lib name: LINEARREG_INTERCEPT

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	14	2 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.linearreg_intercept(time_period=20).alias("linearreg_intercept"))

`pta.linearreg_slope`

Linear Regression Slope

pta.linearreg_slope(real=pl.col("close"), time_period=14)

TA-Lib name: LINEARREG_SLOPE

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	14	2 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.linearreg_slope(time_period=20).alias("linearreg_slope"))

`pta.median`

Rolling Median

pta.median(real=pl.col("close"), time_period=30)

TA-Lib name: MEDIAN

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	30	2 .. 10000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.median(time_period=20).alias("median"))

`pta.percentile`

Percentile (nearest rank)

pta.percentile(real=pl.col("close"), time_period=100, percentile=50)

TA-Lib name: PERCENTILE

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	100	2 .. 10000
`percentile`	`optInPercentile`	float	50	0 .. 100

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.percentile(time_period=20).alias("percentile"))

`pta.percentrank`

Percent Rank

pta.percentrank(real=pl.col("close"), time_period=100)

TA-Lib name: PERCENTRANK

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	100	2 .. 10000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.percentrank(time_period=20).alias("percentrank"))

`pta.stddev`

Standard Deviation

pta.stddev(real=pl.col("close"), time_period=5, nb_dev=1)

TA-Lib name: STDDEV

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	5	2 .. 100000
`nb_dev`	`optInNbDev`	float	1	-3e+37 .. 3e+37

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.stddev(time_period=20).alias("stddev"))

`pta.tsf`

Time Series Forecast

pta.tsf(real=pl.col("close"), time_period=14)

TA-Lib name: TSF

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	14	2 .. 100000

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.tsf(time_period=20).alias("tsf"))

`pta.var`

Variance

pta.var(real=pl.col("close"), time_period=5, nb_dev=1)

TA-Lib name: VAR

Inputs

Input	Default
`real`	`pl.col("close")`

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
`time_period`	`optInTimePeriod`	int	5	1 .. 100000
`nb_dev`	`optInNbDev`	float	1	-3e+37 .. 3e+37

Outputs

Field	dtype
`real`	Float64

Example

df.select(pta.var(time_period=20).alias("var"))