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