VectorExtensions.GrowthRate Method

Returns a vector whose observations are the 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
C#
public static Vector<double> GrowthRate(
	this Vector<double> vector,
	int lag
)

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.

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

Exceptions

ArgumentOutOfRangeExceptionlag is less than or equal to zero.

See Also