import type { array, matrix } from "../types";
interface DrawdownResult {
    dd: array;
    ddrecov: array;
    maxdd: number;
    maxddrecov: [number, number];
}
/**
 * Drawdown.
 *
 * Calculates drawdown from peak, which represents any continuous losing return period.
 * Returns drawdown array, recovery index, maximum drawdown, and maximum drawdown recovery period.
 *
 * Returns an object with:
 * - dd (drawdown array)
 * - ddrecov (drawdown recovery index)
 * - maxdd (max drawdown)
 * - maxddrecov (max drawdown recovery period): [start period, end period]
 *
 * @param x Asset/portfolio returns
 * @param mode Drawdown calculation mode: 'return' or 'geometric' (defaults to 'return')
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns Drawdown information object
 * @throws If input must be an array or matrix
 *
 * @example Calculate drawdown metrics for a return series
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * const result = drawdown(x);
 * assertEquals(result.dd, [0, 0, 0, 0.00900000000000004, 0, 0, 0, 0, 0.013999999999999995, 0]);
 * assertEquals(result.ddrecov, [0, 0, 0, 4, 0, 0, 0, 0, 9, 0]);
 * assertEquals(result.maxdd, 0.013999999999999995);
 * assertEquals(result.maxddrecov, [8, 9]);
 *
 * ```
 *
 * @example Drawdown with geometric mode
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(drawdown(x, "geometric").maxdd, 0.014098924379501637);
 *
 * ```
 *
 * @example Drawdown for multiple assets
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals((drawdown([x, y]) as any).length, 2);
 * ```
 */
export default function drawdown(x: array, mode?: string, dim?: 0 | 1): DrawdownResult;
/**
 * Drawdown.
 *
 * Calculates drawdown from peak, which represents any continuous losing return period.
 * Returns drawdown array, recovery index, maximum drawdown, and maximum drawdown recovery period.
 *
 * Returns an object with:
 * - dd (drawdown array)
 * - ddrecov (drawdown recovery index)
 * - maxdd (max drawdown)
 * - maxddrecov (max drawdown recovery period): [start period, end period]
 *
 * @param x Asset/portfolio returns
 * @param mode Drawdown calculation mode: 'return' or 'geometric' (defaults to 'return')
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns Drawdown information object
 * @throws If input must be an array or matrix
 *
 * @example Calculate drawdown metrics for a return series
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * const result = drawdown(x);
 * assertEquals(result.dd, [0, 0, 0, 0.00900000000000004, 0, 0, 0, 0, 0.013999999999999995, 0]);
 * assertEquals(result.ddrecov, [0, 0, 0, 4, 0, 0, 0, 0, 9, 0]);
 * assertEquals(result.maxdd, 0.013999999999999995);
 * assertEquals(result.maxddrecov, [8, 9]);
 *
 * ```
 *
 * @example Drawdown with geometric mode
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(drawdown(x, "geometric").maxdd, 0.014098924379501637);
 *
 * ```
 *
 * @example Drawdown for multiple assets
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 * import { drawdown } from "../../index.ts";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals((drawdown([x, y]) as any).length, 2);
 * ```
 */
export default function drawdown(x: matrix, mode?: string, dim?: 0 | 1): DrawdownResult[];
export {};
//# sourceMappingURL=drawdown.d.ts.map