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
Syntaxpublic 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:
Int32The 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