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DescriptiveStatisticsTransforms.Autocorrelogram Method (IEnumerable<Nullable<Single> > , Int32, Boolean, Single)

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 float[] Autocorrelogram(
	this IEnumerable<Nullable<float>> data,
	int lag,
	bool checkForAbnormals,
	float defaultValue
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Nullable<Single>>
Reference to a container object.
lag
Type: System.Int32
The lags (from [0..lags]) of desired autocorrelogram.
checkForAbnormals
Type: System.Boolean
Check is array contains NaN values and properly process them.
defaultValue
Type: System.Single
The default value to replace missing values.

Return Value

Type:Single[]
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<Single>>. 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