VectorExtensions.PositiveToNegativeIndex Method

Returns a vector that represents an index comparing positive to negative values in the specified period..

Definition

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

Parameters

vector  Vector<Double>
The vector to transform.
length  Int32
The number of observations in the range.
referenceVariable  Vector<Double>
A vector whose value determines whether the current observation is added to the positive or the negative side of the ratio.

Return Value

Vector<Double>
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).

Remarks

This method calculates an index that compares the sum of observations within the specified period where the corresponding observation of referenceVariable is positive, to the sum of observations where referenceVariable is negative.

Exceptions

ArgumentOutOfRangeExceptionlength is less than or equal to zero.
ArgumentNullExceptionreferenceVariable is null.
DimensionMismatchException The length of referenceVariable does not match the length of the vector.

See Also