- UID
- 2
- 积分
- 2893117
- 威望
- 1396590 布
- 龙e币
- 1496527 刀
- 在线时间
- 13326 小时
- 注册时间
- 2009-12-3
- 最后登录
- 2024-12-26
|
【Kurtosis_a】
- Inputs: KurtosisArray[size](NumericArrayRef), VArraySize(Numeric);
- Variables: var0(0), var1(0), var2(0), var3(0), var4(0);
-
- condition1 = MinList(VArraySize, VArraySize) > 3 ;
- If condition1 Then Begin
- var0 = VArraySize * (VArraySize + 1) / ((VArraySize - 1) * (VArraySize - 2) * (VArraySize - 3));
- var2 = 3 * Square(VArraySize - 1) / ((VArraySize - 2) * (VArraySize - 3));
- var3 = Average_a(KurtosisArray, VArraySize);
- var4 = StdDevS_a(KurtosisArray, VArraySize);
- If var4 <> 0 Then Begin
- var1 = 0;
- For value1 = 1 To VArraySize Begin
- var1 = var1 + Power((KurtosisArray[value1] - var3) / var4, 4);
- End;
- Kurtosis_a = var0 * var1 - var2;
- End
- Else
- Kurtosis_a = 0;
- End
- Else
- Kurtosis_a = 0;
复制代码 |
论坛官方微信、群(期货热点、量化探讨、开户与绑定实盘)
|