VectorExtensions.MovingStandardDeviation Method

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

Definition

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
)

Visual Basic

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

C++/CLI

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

[<ExtensionAttribute>]
static member MovingStandardDeviation : 
        vector : Vector<float> * 
        length : int * 
        simpleMovingAverage : Vector<float> -> Vector<float>

Parameters

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

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

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.

Exceptions

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