Returns a vector whose observations are the cumulative sum
over intervals of observations.
Namespace:
Extreme.DataAnalysis
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static Vector<double> PeriodToDateValues(
this Vector<double> vector,
Vector<DateTime> startOfPeriod,
Vector<DateTime> startOfSummaryPeriod,
BoundaryIntervalBehavior startBehavior,
BoundaryIntervalBehavior endBehavior
)
<ExtensionAttribute>
Public Shared Function PeriodToDateValues (
vector As Vector(Of Double),
startOfPeriod As Vector(Of DateTime),
startOfSummaryPeriod As Vector(Of DateTime),
startBehavior As BoundaryIntervalBehavior,
endBehavior As BoundaryIntervalBehavior
) As Vector(Of Double)
public:
[ExtensionAttribute]
static Vector<double>^ PeriodToDateValues(
Vector<double>^ vector,
Vector<DateTime>^ startOfPeriod,
Vector<DateTime>^ startOfSummaryPeriod,
BoundaryIntervalBehavior startBehavior,
BoundaryIntervalBehavior endBehavior
)
[<ExtensionAttribute>]
static member PeriodToDateValues :
vector : Vector<float> *
startOfPeriod : Vector<DateTime> *
startOfSummaryPeriod : Vector<DateTime> *
startBehavior : BoundaryIntervalBehavior *
endBehavior : BoundaryIntervalBehavior -> Vector<float>
Parameters
- vector
- Type: Extreme.MathematicsVectorDouble
The vector to transform. - startOfPeriod
- Type: Extreme.MathematicsVectorDateTime
A VectorT of DateTime that specifies the
dates corresponding to each observation of the vector. - startOfSummaryPeriod
- Type: Extreme.MathematicsVectorDateTime
A VectorT of DateTime that specifies the
starting point of each summary period. - startBehavior
- Type: Extreme.DataAnalysisBoundaryIntervalBehavior
A BoundaryIntervalBehavior that specifies how
to treat observations before the first entry in startOfSummaryPeriod. - endBehavior
- Type: Extreme.DataAnalysisBoundaryIntervalBehavior
A BoundaryIntervalBehavior that specifies how
to treat observations after the last entry in startOfSummaryPeriod.
Return Value
Type:
VectorDoubleA 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).
A common use for this method is to create period-to-date sum of a time series vector
relative to a longer time frame. For example, if the vector contains monthly earnings,
you can use this method to calculate the earnings to date per quarter.
The new vector gets the name psum(<name>), where
<name> is the name of the original vector.
Reference
[o:PeriodToDateDifference]