DescriptiveStatisticsTransformsCorrelogramTSource Method (IEnumerableTSource, IEnumerableTSource, Int32, Double, FuncTSource, Double, Boolean, Double) |
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 int Correlogram<TSource>( this IEnumerable<TSource> data, IEnumerable<TSource> other, int lag, double[] result, Func<TSource, double> selector, bool checkForAbnormals, double defaultValue )
Parameters
- data
- Type: System.Collections.GenericIEnumerableTSource
Reference to a container object. - other
- Type: System.Collections.GenericIEnumerableTSource
Another container to calculate statistics. - lag
- Type: SystemInt32
The lags (from -lags .. +lags) of desired correlogram. - result
- Type: SystemDouble
The correlogram container. - selector
- Type: SystemFuncTSource, Double
A transform function to apply to each element. - checkForAbnormals
- Type: SystemBoolean
Check is array contains NaN values and properly process them. - defaultValue
- Type: SystemDouble
The default value to replace missing values.
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 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