|
| Name | Description |
|---|
  | ApplyHodrickPrescottFilter |
Applies Hodrick-Prescott smoothing to the vector.
|
| BoxCoxTransform |
Returns the Box-Cox transform of the vector for the specified parameter.
|
| Change |
Returns a vector whose observations are the difference
between each observation and a previous observation.
|
| ExponentialMovingAverage(VectorDouble, Double) |
Returns a vector whose observations are the exponential
moving average of the observations of the vector.
|
| ExponentialMovingAverage(VectorDouble, Int32) |
Returns a vector whose observations are the exponential
moving average of the observations of the vector.
|
| ExponentialMovingAverage(VectorDouble, Int32, Int32) |
Returns a vector whose observations are the exponential
moving average of the observations of the vector.
|
| ExtrapolatedChange |
Returns a vector whose observations are the extrapolated
change of the observations over the specified lag.
|
| ExtrapolatedGrowthRate |
Returns a vector whose observations are the extrapolated exponential
growth rate of the observations over the specified lag.
|
| ExtrapolatedPercentChange |
Returns a vector whose observations are the extrapolated
percentage change of the observations over the specified lag.
|
| GrowthRate |
Returns a vector whose observations are the exponential
growth rate of the observations over the specified lag.
|
| LagT(VectorT) |
Returns a vector whose observations are moved ahead by
one observation.
|
| LagT(VectorT, Int32) |
Returns a vector whose observations are moved ahead by
the specified number of observations.
|
| LagT(VectorT, Int32, T) |
Returns a vector whose observations are moved ahead by
the specified number of observations.
|
| MovingAverage(VectorDouble, Int32) |
Returns a vector whose observations are the simple
moving average of the observations of the vector.
|
| MovingAverage(VectorDouble, Int32, Boolean) |
Returns a vector whose observations are the simple
moving average of the observations of the vector.
|
| MovingAverageAbsoluteDeviation |
Returns a vector whose observations are the average absolute deviation
of a range of observations from observations of another vector.
|
| MovingMaximum |
Returns a vector whose observations are the maximum
of a range of observations of the vector.
|
| MovingMinimum |
Returns a vector whose observations are the minimum
of a range of observations of the vector.
|
| MovingStandardDeviation |
Returns a vector whose observations are the standard deviation
of a range of observations of the vector.
|
| MovingSum |
Returns a vector whose observations are the sum
of a range of observations of the vector.
|
| PercentChange |
Returns a vector whose observations are the percent change
of the observations over the specified lag.
|
| PeriodToDateDifferences(VectorDouble, Int32, BoundaryIntervalBehavior, BoundaryIntervalBehavior) |
Returns a vector whose observations are the difference between successive
observations over intervals of observations.
|
| PeriodToDateDifferences(VectorDouble, VectorDateTime, VectorDateTime, BoundaryIntervalBehavior, BoundaryIntervalBehavior) |
Returns a vector whose observations are the difference between successive
observations over intervals of observations.
|
| PeriodToDateValues(VectorDouble, Int32, BoundaryIntervalBehavior, BoundaryIntervalBehavior) |
Returns a vector whose observations are the cumulative sum
over intervals of observations.
|
| PeriodToDateValues(VectorDouble, VectorDateTime, VectorDateTime, BoundaryIntervalBehavior, BoundaryIntervalBehavior) |
Returns a vector whose observations are the cumulative sum
over intervals of observations.
|
| PositiveToNegativeIndex |
Returns a vector that represents an index comparing
positive to negative values in the specified period..
|
| PositiveToNegativeRatio |
Returns a vector that represents the ratio of positive to
negative values in the specified period..
|
| QuantileT |
Gets the specified quantile.
|
| QuantilesT |
Gets the specified quantile.
|
| ReferenceIndex(VectorDouble, Int32, Double) |
Returns a vector that represents an index value relative to
the specified base value.
|
| ReferenceIndex(VectorDouble, Int32, Int32, Double) |
Returns a vector that represents an index value relative to
the specified range of base value.
|
| UseBackwardDifferenceEncoding |
Specifies that backward difference encoding should be used when creating indicator variables.
|
| UseDeviationEncoding |
Specifies that deviance encoding should be used when creating indicator variables.
|
| UseDummyEncoding |
Specifies that dummy encoding (also called treatment encoding) should be used when creating indicator variables.
|
| UseForwardDifferenceEncoding |
Specifies that forward difference encoding should be used when creating indicator variables.
|
| UseHelmertEncoding |
Specifies that Helmert encoding should be used when creating indicator variables.
|
| UseInverseHelmertEncoding |
Specifies that inverse Helmert encoding should be used when creating indicator variables.
|
| UsePolynomialEncoding |
Specifies that orthogonal polynomial encoding should be used when creating indicator variables.
|
| UseSimpleEncoding |
Specifies that simple encoding should be used when creating indicator variables.
|
| WeightedMovingAverage(VectorDouble, VectorDouble) |
Returns a vector whose observations are the weighted
moving average of the observations of the vector.
|
| WeightedMovingAverage(VectorDouble, Double) |
Returns a vector whose observations are the weighted
moving average of the observations of the vector.
|
| WeightedMovingAverage(VectorDouble, VectorDouble, Int32) |
Returns a vector whose observations are the weighted
moving average of the observations of the vector.
|
| WeightedMovingAverage(VectorDouble, Double, Int32) |
Returns a vector whose observations are the weighted
moving average of the observations of the vector.
|
| WeightedMovingAverage(VectorDouble, Int32, VectorDouble) |
Returns a vector whose observations are the weighted
moving average of the observations of the vector.
|