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DescriptiveStatisticsTransforms.Correlogram Method (IEnumerable<Int64> , IEnumerable<Int64> , Int32)

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 double[] Correlogram(
	this IEnumerable<long> data,
	IEnumerable<long> other,
	int lag
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Int64>
Reference to a container object.
other
Type: System.Collections.Generic.IEnumerable<Int64>
Another container to calculate statistics.
lag
Type: System.Int32
The lags (from -lags .. +lags) of desired correlogram.

Return Value

Type:Double[]
The correlogram container.

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