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DescriptiveStatisticsTransformsAutocorrelogramTSource Method (IEnumerableTSource, Int32, FuncTSource, Double, Boolean, Double)

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 double[] Autocorrelogram<TSource>(
	this IEnumerable<TSource> data,
	int lag,
	Func<TSource, double> selector,
	bool checkForAbnormals,
	double defaultValue
)

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
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: Double
The 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