Vector Extensions.Period To Date Differences Method
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
Period | Returns a vector whose observations are the difference between successive observations over intervals of observations. |
Period | Returns a vector whose observations are the difference between successive observations over intervals of observations. |
PeriodToDateDifferences(Vector<Double>, Int32[], BoundaryIntervalBehavior, BoundaryIntervalBehavior)
public static Vector<double> PeriodToDateDifferences(
this Vector<double> vector,
int[] bounds,
BoundaryIntervalBehavior startBehavior,
BoundaryIntervalBehavior endBehavior
)
Parameters
- vector Vector<Double>
- The vector to transform.
- bounds Int32[]
- An integer array containing the indexes of the boundaries of the intervals.
- startBehavior BoundaryIntervalBehavior
- A BoundaryIntervalBehavior that specifies how to treat observations before the first entry in bounds.
- endBehavior BoundaryIntervalBehavior
- A BoundaryIntervalBehavior that specifies how to treat observations after the last entry in bounds.
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
A common use for this method is to obtain data for individual periods from a period-to-date time series vector. For example, if the vector contains quarter-to-date monthly earnings, you can use this method to calculate the actual monthly earnings.
The new vector gets the name pdiff(<name>), where <name> is the name of the original vector.
Exceptions
Argument | bounds is null. |
PeriodToDateDifferences(Vector<Double>, Vector<DateTime>, Vector<DateTime>, BoundaryIntervalBehavior, BoundaryIntervalBehavior)
public static Vector<double> PeriodToDateDifferences(
this Vector<double> vector,
Vector<DateTime> startOfPeriod,
Vector<DateTime> startOfSummaryPeriod,
BoundaryIntervalBehavior startBehavior,
BoundaryIntervalBehavior endBehavior
)
Parameters
- vector Vector<Double>
- The vector to transform.
- startOfPeriod Vector<DateTime>
- A Vector<T> of DateTime that specifies the dates corresponding to each observation of the vector.
- startOfSummaryPeriod Vector<DateTime>
- A Vector<T> of DateTime that specifies the starting point of each summary period.
- startBehavior BoundaryIntervalBehavior
- A BoundaryIntervalBehavior that specifies how to treat observations before the first entry in startOfSummaryPeriod.
- endBehavior BoundaryIntervalBehavior
- A BoundaryIntervalBehavior that specifies how to treat observations after the last entry in startOfSummaryPeriod.
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
A common use for this method is to obtain data for individual periods from a period-to-date time series vector. For example, if the vector contains quarter-to-date monthly earnings, you can use this method to calculate the actual monthly earnings.
The new vector gets the name pdiff(<name>), where <name> is the name of the original vector.
Exceptions
Argument | startOfPeriod is null.
-or- startOfSummaryPeriod is null. |
Dimension | The length of startOfPeriod does not equal the length of the numerical vector. |