@omdr/statistical-ml-ready

A collection of advanced statistical and machine learning-ready tools tailored for financial data analysis, regime detection, and predictive modeling.

Installation

npm install @omdr/statistical-ml-ready

or

pnpm add @omdr/statistical-ml-ready

Features

Includes 20 tools for time-series analysis, volatility modeling, statistical profiling, and ML regime detection:

• Z-Score (Price)
• Hurst Exponent
• Shannon Entropy
• Kalman Filter
• ARIMA Forecast
• Linear Regression Channel
• Standard Deviation Bands
• Skewness / Kurtosis
• Dickey-Fuller Test
• Half-Life of Mean Reversion
• Hidden Markov Models
• K-Means Clustering (Regimes)
• Random Walk Probability
• Fractal Dimension
• Wavelet Transforms
• Correlation Heatmaps
• PCA (Price/Volume)
• LSTM Volatility Prediction
• Bayesian Structural Time Series
• Monte Carlo Simulations

Usage

// index.js
const statistical = require('@omdr/statistical-ml-ready');

// Example usage
const prices = [ 100, 101, 99, 98, 102, 105 ];
const zScore = statistical.zScore(prices);
console.log('Z-Score:', zScore);

const hurst = statistical.hurstExponent(prices);
console.log('Hurst Exponent:', hurst);

Output Examples

Z-Score: 1.23
Hurst Exponent: 0.42

Structure

.
├── src
│   ├── dev files (not included in package)
├── dist
│   ├── index.js (code is obfuscated already)
│   └── index.obf.js
├── package.json
└── README.md

Designed For

• Node.js scripts
• Web apps (React, Angular, Vue, etc.)
• VS Code extensions
• Trading dashboards
• Custom strategy engines

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License

MIT — Free to use and extend, commercial or personal.