metrics

Documentation

Index

• func Mean(values []float64) float64
• func Payoff(values []float64) float64
• func ProfitFactor(values []float64) float64
• type BootstrapInterval
  • func Bootstrap(values []float64, measure func([]float64) float64, sampleSize int, ...) BootstrapInterval

Functions

func Mean

func Mean(values []float64) float64

func Payoff

func Payoff(values []float64) float64

func ProfitFactor

func ProfitFactor(values []float64) float64

Types

type BootstrapInterval

type BootstrapInterval struct {
	Lower  float64
	Upper  float64
	StdDev float64
	Mean   float64
}

func Bootstrap

func Bootstrap(values []float64, measure func([]float64) float64, sampleSize int,
	confidence float64) BootstrapInterval

Bootstrap calculates the confidence interval of a sample using the bootstrap method.