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MutualInformation Constructor (TimeSpan, TimeSpan, Boolean)

Creates new instances of MutualInformation for sliding window.

Namespace:  FinAnalysis.TA
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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public MutualInformation(
	TimeSpan timePeriod,
	TimeSpan timeUpdatePeriodicity,
	bool useDelta
)

Parameters

timePeriod
Type: SystemTimeSpan
Sliding window size in time.
timeUpdatePeriodicity
Type: SystemTimeSpan
Time to wait before recalculation MI.
useDelta
Type: SystemBoolean
Indicates that we must use delta function for second series instead gaussian. It's makes sense when second series is discrete.
See Also