Stats.Autocorrelation Method
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Overload List
Autocorrelation(Double[]) | Gets the lag-1 auto-correlation of the elements of an array. |
Autocorrelation( | Gets the lag-1 auto-correlation of the elements of a vector. |
Autocorrelation(Double[], Int32) | Gets the auto-correlation of the elements of an array. |
Autocorrelation( | Gets the auto-correlation of the elements of a vector. |
Autocorrelation(Double[])
Gets the lag-1 auto-correlation of the elements of an array.
public static double Autocorrelation(
double[] values
)
Parameters
Return Value
DoubleThe lag-1 auto-correlation of the elements of values.
Exceptions
Argument | values is null. |
Autocorrelation(Vector<Double>)
Gets the lag-1 auto-correlation of the elements of a vector.
public static double Autocorrelation(
this Vector<double> values
)
Parameters
Return Value
DoubleThe lag-1 auto-correlation of the elements of values.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. 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).Exceptions
Argument | values is null. |
Autocorrelation(Double[], Int32)
Gets the auto-correlation of the elements of an array.
public static double Autocorrelation(
double[] values,
int lag
)
Parameters
Return Value
DoubleThe auto-correlation of the elements of values with lag lag.
Exceptions
Argument | values is null. |
Insufficient | lag is greater than or equal to the length of values. |
Autocorrelation(Vector<Double>, Int32)
Gets the auto-correlation of the elements of a vector.
public static double Autocorrelation(
this Vector<double> values,
int lag
)
Parameters
Return Value
DoubleThe auto-correlation of the elements of values with lag lag.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. 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).Exceptions
Argument | values is null. |
Insufficient | lag is greater than or equal to the length of values. |