In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.
A user defined function library of probability focused functions.
Release Notes: minor stuff: cdf comments, parameter naming.
Release Notes: added error function and inverse error function.
Release Notes: added function to calculate probability of state at step in a markov chain.
Release Notes: added a diffusion matrix function.
Release Notes: added Shannon's entropy and Gini impurity functions, minor modification.
Release Notes: added Chebyshev Inequality functions
Skript med en öppen källkod
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