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Calculators for computing information entropy over sliding windows to measure uncertainty.
Distinct from Rolling Kurtosis Calculators: Distinct from Rolling Kurtosis: focuses on information-theoretic uncertainty rather than distribution shape.
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DataFrame is a C++ tabular data library and manipulation engine designed for managing heterogeneous data in contiguous memory. It functions as a statistical analysis framework and time series analysis toolkit, providing the means to store, index, and transform multidimensional datasets. The project distinguishes itself through a high-performance execution model that utilizes column-major storage, SIMD-aligned memory allocation, and a thread-pool for parallel computations. It employs a visitor-based algorithm dispatch system and policy-driven transformations to decouple data processing logic f
Computes the rolling average of uncertainty inherent in a variable's outcomes.