INNER CODE UNIT · Python
skew
firmai/deltapy · deltapy/extract.py:220
skew = (np.median(x[x <= F_3_value]) +
np.median(x[x >= F_97_value]) - 2 * median_mag)
return skew
# gskew(df["Close"])
#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
stestson_param = {"weight":100., "alpha":2., "beta":2., "tol":1.e-6, "nmax":20}
@set_property("fctype", "combiner")
@set_property("custom", True)
def stetson_mean(x, param=stestson_param):
weight= stestson_param["weight"]
alpha= stestson_param["alpha"]