DescriptiveStatisticsTransforms.Autocorrelogram Method (IEnumerable<Nullable<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
SyntaxC#
public static double[] Autocorrelogram( this IEnumerable<Nullable<long>> data, int lag, double defaultValue )
Parameters
- data
- Type: System.Collections.Generic.IEnumerable<Nullable<Int64>>
Reference to a container object. - lag
- Type: System.Int32
The lags (from [0..lags]) of desired autocorrelogram. - defaultValue
- Type: System.Double
The default value to replace missing values.
Return Value
Type:Double[]The autocorrelogram container.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerable<Nullable<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