C++ Rolling Linear Regression class
C++ class documentation
n |
indicator period |
R functions roll_lm.
RollLinReg( int n )
| Name | Return Type | Description |
Add( InputType value ) |
void |
update indicator |
Reset() |
void |
reset to initial state |
IsFormed() |
bool |
is indicator value valid? |
GetAlphaHistory() |
std::vector< double >
|
return alpha history |
GetBetaHistory() |
std::vector< double >
|
return beta history |
GetRHistory() |
std::vector< double >
|
return r history |
GetRSquaredHistory() |
std::vector< double >
|
return r squared history |
GetValue() |
LinRegCoeffs |
has members double alpha, beta, r, rSquared
|
GetHistory() |
List |
return values history data.table with columns alpha, beta, r, r.squared
|
Other C++ indicators: BBands,
Crossover, Ema,
Indicator, RollPercentRank,
RollRange, RollSd,
RollVolumeProfile, Rsi,
Sma, Stochastic
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