VectorExtensions.ExtrapolatedGrowthRate Method

Returns a vector whose observations are the extrapolated exponential growth rate of the observations over the specified lag.

Definition

Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public static Vector<double> ExtrapolatedGrowthRate(
	this Vector<double> vector,
	int lag,
	double length
)

Visual Basic

<ExtensionAttribute>
Public Shared Function ExtrapolatedGrowthRate ( 
	vector As Vector(Of Double),
	lag As Integer,
	length As Double
) As Vector(Of Double)

C++/CLI

public:
[ExtensionAttribute]
static Vector<double>^ ExtrapolatedGrowthRate(
	Vector<double>^ vector, 
	int lag, 
	double length
)

[<ExtensionAttribute>]
static member ExtrapolatedGrowthRate : 
        vector : Vector<float> * 
        lag : int * 
        length : float -> Vector<float>

Parameters

vector Vector<Double>: The vector to transform.
lag Int32: An integer larger than zero that specifies the distance between the current observation and the reference observation.
length Double: The number of periods over which to extrapolate the growth rate.

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

The exponential growth rate is the percentage change between quantities where growth compounds continuously at every instant of time. The extrapolated growth rate states the growth rate extrapolated over the specified number of periods.

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

Exceptions

ArgumentOutOfRangeException

lag is less than or equal to zero.