VectorExtensions.WeightedMovingAverage Method

Definition

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

Overload List

WeightedMovingAverage(Vector<Double>, Vector<Double>) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Double[]) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Vector<Double>, Int32) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Double[], Int32) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Int32, Vector<Double>) Returns a vector whose observations are the weighted moving average of the observations of the vector.

WeightedMovingAverage(Vector<Double>, Vector<Double>)

Returns a vector whose observations are the weighted moving average of the observations of the vector.
C# 
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	Vector<double> weights
)

Parameters

vector  Vector<Double>
The vector to transform.
weights  Vector<Double>
A Vector containing the weights.

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 weights are applied backwards. The first component of weights gives the weight for the current observation, the second component gives the weight for the previous observation, and so on.

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

Exceptions

ArgumentNullExceptionweights is null.

WeightedMovingAverage(Vector<Double>, Double[])

Returns a vector whose observations are the weighted moving average of the observations of the vector.
C# 
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	double[] weights
)

Parameters

vector  Vector<Double>
The vector to transform.
weights  Double[]
A Double array containing the weights.

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 weights are applied backwards. The first component of weights gives the weight for the current observation, the second component gives the weight for the previous observation, and so on.

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

Exceptions

ArgumentNullExceptionweights is null.

WeightedMovingAverage(Vector<Double>, Vector<Double>, Int32)

Returns a vector whose observations are the weighted moving average of the observations of the vector.
C# 
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	Vector<double> weights,
	int currentWeightIndex
)

Parameters

vector  Vector<Double>
The vector to transform.
weights  Vector<Double>
A Vector array containing the weights.
currentWeightIndex  Int32
An integer specifying the index in weights that corresponds to the current 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 weights are applied backwards. If currentWeightIndex is zero, then the first component of weights gives the weight for the current observation, the second component gives the weight for the previous observation, and so on.

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

Exceptions

ArgumentNullExceptionweights is null.
ArgumentOutOfRangeExceptioncurrentWeightIndex is less than zero or greater than or equal to the length of weights.
InsufficientDataException The length of the vector is less than the length of weights.

WeightedMovingAverage(Vector<Double>, Double[], Int32)

Returns a vector whose observations are the weighted moving average of the observations of the vector.
C# 
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	double[] weights,
	int currentWeightIndex
)

Parameters

vector  Vector<Double>
The vector to transform.
weights  Double[]
A Double array containing the weights.
currentWeightIndex  Int32
An integer specifying the index in weights that corresponds to the current 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 weights are applied backwards. If currentWeightIndex is zero, then the first component of weights gives the weight for the current observation, the second component gives the weight for the previous observation, and so on.

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

Exceptions

ArgumentNullExceptionweights is null.
ArgumentOutOfRangeExceptioncurrentWeightIndex is less than zero or greater than or equal to the length of weights.
InsufficientDataException The length of the vector is less than the length of weights.

-or-

The length of weights is zero.

WeightedMovingAverage(Vector<Double>, Int32, Vector<Double>)

Returns a vector whose observations are the weighted moving average of the observations of the vector.
C# 
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	int length,
	Vector<double> weights
)

Parameters

vector  Vector<Double>
The vector to transform.
length  Int32
The length of the window over which the average should be computed.
weights  Vector<Double>
A vector of the same length containing the weights.

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

Each observation is weighted by the corresponding observation in the weight vector.

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

Exceptions

ArgumentNullExceptionweights is null.
ArgumentOutOfRangeExceptionlength is less than or equal to zero or greater than or equal to the length of weights.
DimensionMismatchException The length of weights does not equal the number of observations in the vector.

See Also