Applies Hodrick-Prescott smoothing to the vector.
Namespace: Extreme.DataAnalysisAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16073.0)
public static Vector<double> ApplyHodrickPrescottFilter(
this Vector<double> vector,
double smoothingParameter
)
<ExtensionAttribute>
Public Shared Function ApplyHodrickPrescottFilter (
vector As Vector(Of Double),
smoothingParameter As Double
) As Vector(Of Double)
public:
[ExtensionAttribute]
static Vector<double>^ ApplyHodrickPrescottFilter(
Vector<double>^ vector,
double smoothingParameter
)
[<ExtensionAttribute>]
static member ApplyHodrickPrescottFilter :
vector : Vector<float> *
smoothingParameter : float -> Vector<float>
Parameters
- vector
- Type: Extreme.MathematicsVectorDouble
The vector to transform. - smoothingParameter
- Type: SystemDouble
The relative weight of the smoothness term.
Return Value
Type:
VectorDoubleA vector that contains the smoothed trend of the vector.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
VectorDouble. 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).
Numerical Libraries
Supported in: 6.0
Reference