stockparfait / experiments

Statistical experiments with financial data
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Implement CDF plot #75

Open sergey-a-berezin opened 1 year ago

sergey-a-berezin commented 1 year ago

Effectively, plot the probability of an event N sigmas or MADs away from the mean. Allow both sigmas and MADs on the X axis, so I can meaningfully talk about the infamous 10-sigma events :)

Allow plotting c.d.f. for histograms, so I can count how many experimental events fall outside of a certain range.