VectorExtensions.ApplyHodrickPrescottFilter Method

Applies Hodrick-Prescott smoothing to the vector.

Definition

Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
public static Vector<double> ApplyHodrickPrescottFilter(
	this Vector<double> vector,
	double smoothingParameter
)

Parameters

vector  Vector<Double>
The vector to transform.
smoothingParameter  Double
The relative weight of the smoothness term.

Return Value

Vector<Double>
A vector that contains the smoothed trend of the vector.

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).

See Also