DescriptiveStatisticsTransformsCorrelogram Method (IEnumerableNullableDecimal, IEnumerableNullableDecimal, Int32, Decimal) |
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
SyntaxC#
public static decimal[] Correlogram( this IEnumerable<Nullable<decimal>> data, IEnumerable<Nullable<decimal>> other, int lag, decimal defaultValue )
Parameters
- data
- Type: System.Collections.GenericIEnumerableNullableDecimal
Reference to a container object. - other
- Type: System.Collections.GenericIEnumerableNullableDecimal
Another container to calculate statistics. - lag
- Type: SystemInt32
The lags (from -lags .. +lags) of desired correlogram. - defaultValue
- Type: SystemDecimal
The default value to replace missing values.
Return Value
Type: DecimalThe correlogram container.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableNullableDecimal. 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