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DescriptiveStatisticsTransforms.Autocorrelogram Method (IEnumerable<Int64> , Int32,Double[])

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#
public static int Autocorrelogram(
	this IEnumerable<long> data,
	int lag,
	double[] result
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Int64>
Reference to a container object.
lag
Type: System.Int32
The lags (from [0..lags]) of desired autocorrelogram.
result
Type:System.Double[]
The autocorrelogram container.

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<Int64>. 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