@pond-ts/financial API Reference
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    Interface RollingBivariateMoments

    The three row-aligned moment arrays rollingBivariateValues returns, each NaN wherever the window has no reading.

    interface RollingBivariateMoments {
        covariance: Float64Array;
        varianceX: Float64Array;
        varianceY: Float64Array;
    }
    Index

    Properties

    covariance: Float64Array

    Population covariance of the two columns over the window.

    varianceX: Float64Array

    Population variance of the first column (x) over the window.

    varianceY: Float64Array

    Population variance of the second column (y) over the window.