Distribution Class |
Represents an main distribution characteristic determinator. http://en.wikipedia.org/wiki/Probability_distribution
This class for user specific uses. For time series queue listener please use DistributionListener class.
It will be useful for finding quantiles, averages, moments, distribution function, etc.
It uses AvlTree, so it is useful only on on-line dynamic value, where count of elements is more than 50.
Inheritance HierarchySystemObject
FinAnalysis.TADistribution
FinAnalysis.TADistribution
Namespace: FinAnalysis.TA
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public class Distribution
The Distribution type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Distribution |
Initializes a new instance of Distribution.
|
Properties| Name | Description | |
|---|---|---|
 | ArithmeticMean |
Get Arithmetic Mean.
http://en.wikipedia.org/wiki/Average#Arithmetic_mean
|
| CoefficientOfVariation |
Get Coefficient Of Variation os stored set of values.
http://en.wikipedia.org/wiki/Coefficient_of_variation
|
| Count |
Get the number of elements stored in the set.
|
| ExpectedValue |
Get estimation of distribution's Expected Value.
http://en.wikipedia.org/wiki/Expected_value
|
| FirstRawMoment |
Get estimation of distribution's First Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| FourthCentralMoment |
Get estimation of distribution's Fourth Central Moment.
http://en.wikipedia.org/wiki/Central_moment
|
| FourthRawMoment |
Get estimation of distribution's Fourth Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| GeometricMean |
Get Geometric Mean.
http://en.wikipedia.org/wiki/Average#Geometric_mean
|
| HarmonicMean |
Get Harmonic Mean.
http://en.wikipedia.org/wiki/Average#Harmonic_mean
|
| Item |
Get estimation of Distribution Function
http://en.wikipedia.org/wiki/Cumulative_distribution_function
|
| Kurtosis |
Get Excess Kurtosis of stored set of values.
http://en.wikipedia.org/wiki/Kurtosis
|
| Max |
Get max value stored in the set.
|
| Median |
Get Median of stored set of values.
http://en.wikipedia.org/wiki/Median
|
| Midrange |
Get midrange of stored set of values.
http://en.wikipedia.org/wiki/Average#Types
|
| Min |
Get min value stored in the set.
|
| QuadraticMean |
Get Quadratic Mean.
http://en.wikipedia.org/wiki/Quadratic_mean
|
| Range |
Get range of stored set. Max value - Min value.
|
| SecondCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
|
| SecondRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| Skewness |
Get Skewness of stored set of values.
http://en.wikipedia.org/wiki/Skewness
|
| StandardDeviation |
Get distribution's Standard Deviation, same as StandardDeviationPopulation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| StandardDeviationPopulation |
Get distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| StandardDeviationSample |
Get estimation of distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| Sum |
Get sum of values stored in the set.
|
| SumOfAbsoluteValues |
Get sum absolute of values stored in the set.
|
| SumOfSquares |
Returns sum of squares.
|
| ThirdCentralMoment |
Get estimation of distribution's Third Central Moment.
http://en.wikipedia.org/wiki/Central_moment
|
| ThirdRawMoment |
Get estimation of distribution's Third Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| Variance |
Get distribution's Variance, same as VariancePopulation.
http://en.wikipedia.org/wiki/Variance
|
| VariancePopulation |
Get distribution's Variance.
http://en.wikipedia.org/wiki/Variance
|
| VarianceSample |
Get estimation of distribution's Variance.
http://en.wikipedia.org/wiki/Variance
|
Methods| Name | Description | |
|---|---|---|
| Add(Double) |
Add new element to Distribution.
|
| Add(Double, Object) |
Initializes new element to Distribution.
|
| CumulativeDistribution |
Get estimation of Distribution Function
http://en.wikipedia.org/wiki/Cumulative_distribution_function
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetApproximatedQuantile |
Get linearly approximated estimation of distribution's quantile
http://en.wikipedia.org/wiki/Quantile
|
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetOrderStatistic |
Get Order Statistic of stored set.
http://en.wikipedia.org/wiki/Order_statistic
|
| GetOrderStatisticAdditionalInfo |
Get additional value associated with Order Statistic.
|
| GetQuantile |
Get estimation of distribution's Quantile
http://en.wikipedia.org/wiki/Quantile
|
| GetQuantileAdditionalInfo |
Get additional value associated with quantile.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Remove |
Drop element from set.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also