Stats.Autocorrelation Method

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.0

Overload List

Autocorrelation(Double[])	Gets the lag-1 auto-correlation of the elements of an array.
Autocorrelation(Vector<Double>)	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(Vector<Double>, Int32)	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
)

Visual Basic

Public Shared Function Autocorrelation ( 
	values As Double()
) As Double

C++/CLI

public:
static double Autocorrelation(
	array<double>^ values
)

static member Autocorrelation : 
        values : float[] -> float

Parameters

values Double[]: A Double array.

Return Value

Double
The lag-1 auto-correlation of the elements of values.

Exceptions

ArgumentNullException

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
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Autocorrelation ( 
	values As Vector(Of Double)
) As Double

C++/CLI

public:
[ExtensionAttribute]
static double Autocorrelation(
	Vector<double>^ values
)

[<ExtensionAttribute>]
static member Autocorrelation : 
        values : Vector<float> -> float

Parameters

values Vector<Double>: A vector.

Return Value

Double
The 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

ArgumentNullException

values is null.

Autocorrelation(Double[], Int32)

Gets the auto-correlation of the elements of an array.

public static double Autocorrelation(
	double[] values,
	int lag
)

Visual Basic

Public Shared Function Autocorrelation ( 
	values As Double(),
	lag As Integer
) As Double

C++/CLI

public:
static double Autocorrelation(
	array<double>^ values, 
	int lag
)

static member Autocorrelation : 
        values : float[] * 
        lag : int -> float

Parameters

values Double[]: A Double array.
lag Int32: The lag at which to evaluate the autocorrelation.

Return Value

Double
The auto-correlation of the elements of values with lag lag.

Exceptions

ArgumentNullException	values is null.
InsufficientDataException	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
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Autocorrelation ( 
	values As Vector(Of Double),
	lag As Integer
) As Double

C++/CLI

public:
[ExtensionAttribute]
static double Autocorrelation(
	Vector<double>^ values, 
	int lag
)

[<ExtensionAttribute>]
static member Autocorrelation : 
        values : Vector<float> * 
        lag : int -> float

Parameters

values Vector<Double>: A vector.
lag Int32: The lag at which to evaluate the autocorrelation.

Return Value

Double
The auto-correlation of the elements of values with lag lag.

Usage Note

Exceptions

ArgumentNullException	values is null.
InsufficientDataException	lag is greater than or equal to the length of values.

Stats.Autocorrelation Method

Definition

Overload List

Autocorrelation(Double[])

Parameters

Return Value

Exceptions

Autocorrelation(Vector<Double>)

Parameters

Return Value

Usage Note

Exceptions

Autocorrelation(Double[], Int32)

Parameters

Return Value

Exceptions

Autocorrelation(Vector<Double>, Int32)

Parameters

Return Value

Usage Note

Exceptions

See Also

Reference