DescriptiveStatisticsTransformsAutocorrelogramTSource Method (IEnumerableTSource, Int32, FuncTSource, 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 double[] Autocorrelogram<TSource>( this IEnumerable<TSource> data, int lag, Func<TSource, double> selector, bool checkForAbnormals = false )
Parameters
- data
- Type: System.Collections.GenericIEnumerableTSource
Reference to a container object. - lag
- Type: SystemInt32
The lags (from [0..lags]) of desired autocorrelogram. - selector
- Type: SystemFuncTSource, Double
A transform function to apply to each element. - checkForAbnormals (Optional)
- Type: SystemBoolean
Check is array contains NaN values and properly process them.
Type Parameters
- TSource
- The source data type.
Return Value
Type: DoubleThe autocorrelogram container.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableTSource. 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