ShiftedWaveletTreeSum Constructor (Int32, Int32, Double, Int32)

Shifted Wavelet Tree general point window constructor.

Namespace: FinAnalysis.BurstDetection
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f

Syntax

public ShiftedWaveletTreeSum(
	int shortestInterval,
	int longestInterval,
	double probability,
	int probabilityInterval
)

shortestInterval: Type: SystemInt32
Shortest detection interval.
longestInterval: Type: SystemInt32
Longest detection interval.
probability: Type: SystemDouble
Per-level detection probability.
probabilityInterval: Type: SystemInt32
Observation quantile estimation interval.