stats_zscore
Compute z-scores for statistical analysis and detect extreme values beyond 2 or 3 standard deviations. Supports static and rolling window calculations.
Instructions
Rolling and static z-scores with extreme value detection.
Use when computing z-scores for statistical analysis or detecting extremes. Provide a value or array and reference statistics. Returns: z-scores, mean, standard deviation, and flags for values beyond 2σ or 3σ.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| series | Yes | Numeric data series | |
| window | No | Rolling window size (null for static z-scores) | |
| threshold | No | Z-score threshold for extreme value detection |