student_t_adjusted_std

Function student_t_adjusted_std 

Source
pub fn student_t_adjusted_std(
    prices: &[f64],
    period: usize,
    df: f64,
) -> Vec<f64>
Expand description

Calculates the Student’s t-adjusted standard deviation over a given period.

Adjusts the sample standard deviation by the factor sqrt(df/(df-2)) to match the standard deviation of a Student’s t-distribution.

§Arguments

  • prices - Slice of prices
  • period - Period over which to calculate the standard deviation
  • df - Degrees of freedom (must be > 2)

§Panics

Panics if: * period == 0 * period > prices.len() * df <= 2.0

§Examples

let prices = vec![1.0, 2.0, 3.0, 4.0, 5.0];
let student_std = rust_ti::basic_indicators::bulk::student_t_adjusted_std(&prices, 3, 5.0);
assert_eq!(3, student_std.len());