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DescriptiveStatisticsTransforms.Correlogram Method (IEnumerable<Nullable<Decimal> > , IEnumerable<Nullable<Decimal> > , Int32,Decimal[], Decimal)

Builds correlogram between values from containers. Method will enum all lags between -lag and +lag. Be careful with result array size it must be at least lag * 2 + 1. The containers must have the same size. http://en.wikipedia.org/wiki/Correlogram

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public static int Correlogram(
	this IEnumerable<Nullable<decimal>> data,
	IEnumerable<Nullable<decimal>> other,
	int lag,
	decimal[] result,
	decimal defaultValue
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Nullable<Decimal>>
Reference to a container object.
other
Type: System.Collections.Generic.IEnumerable<Nullable<Decimal>>
Another container to calculate statistics.
lag
Type: System.Int32
The lags (from -lags .. +lags) of desired correlogram.
result
Type:System.Decimal[]
The correlogram container.
defaultValue
Type: System.Decimal
The default value to replace missing values.

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 IEnumerable<Nullable<Decimal>>. 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