/**
 * Volume Weighted Moving Average (VWMA).
 * Computes pvSum / vSum over a sliding window, NaN-aware. When `skipna` is
 * true NaNs in either series are ignored within the window; when false a
 * dense fast-path is used (assumes no NaNs).
 * @param price Price series
 * @param volume Volume series
 * @param period Window length (>0)
 * @param skipna Whether to ignore NaNs inside windows (default: true)
 * @returns Float64Array of VWMA values (NaN before window fills)
 */
export declare function vwma(price: ArrayLike<number>, volume: ArrayLike<number>, period: number, skipna?: boolean): Float64Array;
/**
 * Fast VWMA for dense data (no NaNs).
 * O(n) sliding window: classic pvSum / vSum.
 */
export declare function vwmaDense(price: ArrayLike<number>, volume: ArrayLike<number>, period: number, result: Float64Array): Float64Array;