VectorExtensions.MovingStandardDeviation Method

Returns a vector whose observations are the standard deviation of a range of observations of the vector.


Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static Vector<double> MovingStandardDeviation(
	this Vector<double> vector,
	int length,
	Vector<double> simpleMovingAverage


vector  Vector<Double>
The vector to transform.
length  Int32
The number of observations in the range.
simpleMovingAverage  Vector<Double>
A vector that contains the simple moving average of the vector over the same length.

Return Value

A 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).


If length is equal to 1, this method returns the original vector.

The new vector gets the name stdev<length>(<name>), where <name> is the name of the original vector.


ArgumentOutOfRangeExceptionlength is less than or equal to one.
ArgumentNullExceptionsimpleMovingAverage is null.
DimensionMismatchException The length of simpleMovingAverage does not match the length of the vector.

See Also