StatWindow Class |
Statistical analysis window class.
Inheritance HierarchyNamespace: FinAnalysis.Base
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public class StatWindow : StatQueue, ICloneable
The StatWindow type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | StatWindow(Int32) |
Construct statistical analysis window on capacity points.
|
| StatWindow(TimeSpan) |
Construct statistical analysis window on timePeriod time interval.
|
Properties| Name | Description | |
|---|---|---|
 | ArithmeticMean |
Get Arithmetic Mean.
http://en.wikipedia.org/wiki/Average#Arithmetic_mean
(Inherited from StatCollection.) |
| CoefficientOfVariation |
Get Coefficient Of Variation of stored set of values.
http://en.wikipedia.org/wiki/Coefficient_of_variation
(Inherited from StatCollection.) |
| Count |
Get the number of elements stored.
(Inherited from StatCollection.) |
| ExpectedValue |
Get estimation of distribution's Expected Value.
http://en.wikipedia.org/wiki/Expected_value
(Inherited from StatCollection.) |
| First |
Returns queue front element value or Double.NaN if there are no elements in the collection.
(Inherited from StatQueue.) |
| FirstDateTime |
Returns queue front element time stamp or default(DateTime) if there are no elements in the collection.
(Inherited from StatQueue.) |
| FirstRawMoment |
Get estimation of distribution's First Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| ForthRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| FourthCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| GeometricMean |
Get Geometric mean.
https://en.wikipedia.org/wiki/Average#Geometric_mean
(Inherited from StatCollection.) |
| HarmonicMean |
Get Harmonic mean.
http://en.wikipedia.org/wiki/Average#Harmonic_mean
(Inherited from StatCollection.) |
| Kurtosis |
Returns the excess kurtosis of the container's values.
http://en.wikipedia.org/wiki/Kurtosis
(Inherited from StatCollection.) |
| Last |
Returns queue back element value or Double.NaN if there are no elements in the collection.
(Inherited from StatQueue.) |
| LastDateTime |
Returns queue back element time stamp or default(DateTime) if there are no elements in the collection.
(Inherited from StatQueue.) |
| Max |
Returns the maximal value.
(Inherited from StatCollection.) |
| Median |
The observed data median value.
http://en.wikipedia.org/wiki/Median
(Inherited from StatQueue.) |
| MiddleRange |
Get MiddleRange: the arithmetic mean of the maximum and minimum values in a data set.
http://en.wikipedia.org/wiki/Mid-range
(Inherited from StatCollection.) |
| Min |
Returns the minimal value.
(Inherited from StatCollection.) |
| QuadraticMean |
Get Quadratic Mean.
http://en.wikipedia.org/wiki/Quadratic_mean
(Inherited from StatCollection.) |
| Range |
Get Range: difference between maximum and minimum.
(Inherited from StatCollection.) |
| RootMeanSquare |
The Root mean square (also known as Quadratic Mean).
https://en.wikipedia.org/wiki/Root_mean_square
(Inherited from StatCollection.) |
| SecondCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| SecondRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| Skewness |
Returns the skewness of the container's values.
http://en.wikipedia.org/wiki/Skewness
(Inherited from StatCollection.) |
| StandardDeviation |
Get distribution's Standard Deviation, same as StandardDeviationPopulation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| StandardDeviationPopulation |
Get distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| StandardDeviationSample |
Get estimation of distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from StatCollection.) |
| Sum |
Get sum of values stored in the set.
(Inherited from StatCollection.) |
| SumOfAbsoluteValues |
Get sum of absolute values stored in the set.
(Inherited from StatCollection.) |
| SumOfSquares |
Returns sum of squares.
(Inherited from StatCollection.) |
| ThirdCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
(Inherited from StatCollection.) |
| ThirdRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
(Inherited from StatCollection.) |
| Variance |
Get distribution's Variance, same as VariancePopulation.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
| VariancePopulation |
Get distribution's Variance.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
| VarianceSample |
Get estimation distribution's Variance.
http://en.wikipedia.org/wiki/Variance
(Inherited from StatCollection.) |
Methods| Name | Description | |
|---|---|---|
| Clone | Creates a new object that is a copy of the current instance. |
| CopyTo |
Copy internal state to destination object.
(Overrides StatQueueCopyTo(StatCollection).) |
| CumulativeDistribution |
Return the cumulative distribution function of the observed data at the specified point.
(Inherited from StatQueue.) |
| EnableTree |
Fill the internal AVL tree for data storing.
(Inherited from StatQueue.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetFirst |
Get the iterator to the first element of the queue.
(Inherited from StatQueue.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| OrderStatistic |
Get the order statistic of the observed data.
http://en.wikipedia.org/wiki/Order_statistic
(Inherited from StatQueue.) |
| PointsAgo |
Returns element of index elements prior the queue last element.
(Inherited from StatQueue.) |
| Put |
Add element to the collection.
|
| Quantile |
Get the quantile of the observed data.
http://en.wikipedia.org/wiki/Quantile
(Inherited from StatQueue.) |
| TimeAgo |
Returns last element with time stamp less or equal to the timestamp argument.
(Inherited from StatQueue.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also