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ShiftedWaveletTreeMax Constructor (TimeSpan, TimeSpan, Double, TimeSpan)

Shifted Wavelet Tree general time window constructor.

Namespace:  FinAnalysis.BurstDetection
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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public ShiftedWaveletTreeMax(
	TimeSpan shortestInterval,
	TimeSpan longestInterval,
	double probability,
	TimeSpan probabilityInterval
)

Parameters

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