FinMath User Guide
API Reference
FinMath.Statistics
DescriptiveStatisticsTransforms Class
DescriptiveStatisticsTransforms Methods
Autocorrelogram Method
Autocorrelogram Method (IEnumerable(Decimal), Int32)
Autocorrelogram Method (IEnumerable(Int32), Int32)
Autocorrelogram Method (IEnumerable(Int64), Int32)
Autocorrelogram Method (IEnumerable(Nullable(Decimal)), Int32)
Autocorrelogram Method (IEnumerable(Nullable(Int32)), Int32)
Autocorrelogram Method (IEnumerable(Nullable(Int64)), Int32)
Autocorrelogram Method (IEnumerable(Decimal), Int32, Decimal[])
Autocorrelogram Method (IEnumerable(Double), Int32, Boolean)
Autocorrelogram Method (IEnumerable(Int32), Int32, Double[])
Autocorrelogram Method (IEnumerable(Int64), Int32, Double[])
Autocorrelogram Method (IEnumerable(Nullable(Decimal)), Int32, Decimal)
Autocorrelogram Method (IEnumerable(Nullable(Decimal)), Int32, Decimal[])
Autocorrelogram Method (IEnumerable(Nullable(Double)), Int32, Boolean)
Autocorrelogram Method (IEnumerable(Nullable(Int32)), Int32, Double)
Autocorrelogram Method (IEnumerable(Nullable(Int32)), Int32, Double[])
Autocorrelogram Method (IEnumerable(Nullable(Int64)), Int32, Double)
Autocorrelogram Method (IEnumerable(Nullable(Int64)), Int32, Double[])
Autocorrelogram Method (IEnumerable(Nullable(Single)), Int32, Boolean)
Autocorrelogram Method (IEnumerable(Single), Int32, Boolean)
Autocorrelogram Method (Vector, Int32, Boolean)
Autocorrelogram Method (IEnumerable(Double), Int32, Boolean, Double)
Autocorrelogram Method (IEnumerable(Double), Int32, Double[], Boolean)
Autocorrelogram Method (IEnumerable(Nullable(Decimal)), Int32, Decimal[], Decimal)
Autocorrelogram Method (IEnumerable(Nullable(Double)), Int32, Boolean, Double)
Autocorrelogram Method (IEnumerable(Nullable(Double)), Int32, Double[], Boolean)
Autocorrelogram Method (IEnumerable(Nullable(Int32)), Int32, Double[], Double)
Autocorrelogram Method (IEnumerable(Nullable(Int64)), Int32, Double[], Double)
Autocorrelogram Method (IEnumerable(Nullable(Single)), Int32, Boolean, Single)
Autocorrelogram Method (IEnumerable(Nullable(Single)), Int32, Single[], Boolean)
Autocorrelogram Method (IEnumerable(Single), Int32, Boolean, Single)
Autocorrelogram Method (IEnumerable(Single), Int32, Single[], Boolean)
Autocorrelogram(TSource) Method (IEnumerable(TSource), Int32, Func(TSource, Double), Boolean)
Autocorrelogram Method (Vector, Int32, Vector, Boolean)
Autocorrelogram Method (Vector, Int32, Boolean, Double)
Autocorrelogram Method (IEnumerable(Double), Int32, Double[], Boolean, Double)
Autocorrelogram Method (IEnumerable(Nullable(Double)), Int32, Double[], Boolean, Double)
Autocorrelogram Method (IEnumerable(Nullable(Single)), Int32, Single[], Boolean, Single)
Autocorrelogram Method (IEnumerable(Single), Int32, Single[], Boolean, Single)
Autocorrelogram(TSource) Method (IEnumerable(TSource), Int32, Double[], Func(TSource, Double), Boolean)
Autocorrelogram(TSource) Method (IEnumerable(TSource), Int32, Func(TSource, Double), Boolean, Double)
Autocorrelogram Method (Vector, Int32, Vector, Boolean, Double)
Autocorrelogram(TSource) Method (IEnumerable(TSource), Int32, Double[], Func(TSource, Double), Boolean, Double)
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DescriptiveStatisticsTransformsAutocorrelogram Method (Vector, Int32, Vector, Boolean)
Builds autocorrelogram of specified size of container's values. Method will enumerate all lags between zero and specified one inclusively. http://en.wikipedia.org/wiki/Correlogram

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public static int Autocorrelogram(
	this Vector dataVector,
	int lag,
	Vector resultVector,
	bool checkForAbnormals = false
)

Parameters

dataVector
Type: FinMath.LinearAlgebraVector
Reference to a container object.
lag
Type: SystemInt32
The lags (from [0..lags]) of desired autocorrelogram.
resultVector
Type: FinMath.LinearAlgebraVector
The autocorrelogram container.
checkForAbnormals (Optional)
Type: SystemBoolean
Check is array contains NaN values and properly process them.

Return Value

Type: Int32
The non-missed values count.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also