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Regression_Toolkit

10 210
This is toolkit/library bridges advanced regression approaches not natively supported in Pinescript, to Pinescript. Advanced regression frameworks that can be critical to ticker data, such as Ridge, Lasso, ElasticNET, and Logistic (normalized) regression, colinarity measuring and quantile regression. As well as approaches to linear based feature selection and importance assessments.

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Library "Regression_Toolkit"

multipleRegression(y, x1, x2, length)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    length (simple int)

ridgeRegression(y, x1, x2, x3, x4, nVars, length, lambda)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    lambda (simple float)

lassoRegression(y, x1, x2, x3, x4, nVars, length, lambda, iterations)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    lambda (simple float)
    iterations (simple int)

logisticRegression(y, x1, x2, x3, x4, nVars, length, learningRate, iterations)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    learningRate (simple float)
    iterations (simple int)

featureSelection(y, x1, x2, x3, x4, nVars, length)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)

regressionStats(y, x1, x2, x3, x4, nVars, length, b0, b1, b2, b3, b4)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    b0 (float)
    b1 (float)
    b2 (float)
    b3 (float)
    b4 (float)

elasticNetRegression(y, x1, x2, x3, x4, nVars, length, lambda, alpha, iterations)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    lambda (simple float)
    alpha (simple float)
    iterations (simple int)

huberRegression(y, x1, x2, x3, x4, nVars, length, huberK, iterations)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    huberK (simple float)
    iterations (simple int)

quantileRegression(y, x1, x2, x3, x4, nVars, length, tau, learningRate, iterations)
  Parameters:
    y (float)
    x1 (float)
    x2 (float)
    x3 (float)
    x4 (float)
    nVars (simple int)
    length (simple int)
    tau (simple float)
    learningRate (simple float)
    iterations (simple int)
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statistics

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statistics
Steversteves
Check out the new Website!
merlintrades.net

Get access to:
- Indicators
- Merlin Trading Software
- Discord
- Documentation
Anche su:

Declinazione di responsabilità

Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.