DescriptiveStatisticsTransforms.Autocorrelogram<TSource> Method (IEnumerable<TSource> , Int32,Double[], Func<TSource, Double> , Boolean) |
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 int Autocorrelogram<TSource>( this IEnumerable<TSource> data, int lag, double[] result, Func<TSource, double> selector, bool checkForAbnormals = false )
Parameters
- data
- Type: System.Collections.Generic.IEnumerable<TSource>
Reference to a container object. - lag
- Type: System.Int32
The lags (from [0..lags]) of desired autocorrelogram. - result
- Type:System.Double[]
The autocorrelogram container. - selector
- Type: System.Func<TSource, Double>
A transform function to apply to each element. - checkForAbnormals (Optional)
- Type: System.Boolean
Check is array contains NaN values and properly process them.
Type Parameters
- TSource
- The source data type.
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<TSource>. 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