Extreme Optimization™: Complexity made simple.

Math and Statistics
Libraries for .NET

  • Home
  • Features
    • Math Library
    • Vector and Matrix Library
    • Statistics Library
    • Performance
    • Usability
  • Documentation
    • Introduction
    • Math Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Resources
    • Downloads
    • QuickStart Samples
    • Sample Applications
    • Frequently Asked Questions
    • Technical Support
  • Blog
  • Order
  • Company
    • About us
    • Testimonials
    • Customers
    • Press Releases
    • Careers
    • Partners
    • Contact us
Introduction
Deployment Guide
Nuget packages
Configuration
Using Parallelism
Expand Mathematics Library User's GuideMathematics Library User's Guide
Expand Vector and Matrix Library User's GuideVector and Matrix Library User's Guide
Expand Data Analysis Library User's GuideData Analysis Library User's Guide
Expand Statistics Library User's GuideStatistics Library User's Guide
Expand Data Access Library User's GuideData Access Library User's Guide
Expand ReferenceReference
  • Extreme Optimization
    • Features
    • Solutions
    • Documentation
    • QuickStart Samples
    • Sample Applications
    • Downloads
    • Technical Support
    • Download trial
    • How to buy
    • Blog
    • Company
    • Resources
  • Documentation
    • Introduction
    • Deployment Guide
    • Nuget packages
    • Configuration
    • Using Parallelism
    • Mathematics Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Data Access Library User's Guide
    • Reference
  • Reference
    • Extreme
    • Extreme.Collections
    • Extreme.Data
    • Extreme.Data.Json
    • Extreme.Data.Matlab
    • Extreme.Data.R
    • Extreme.Data.Stata
    • Extreme.Data.Text
    • Extreme.DataAnalysis
    • Extreme.DataAnalysis.Linq
    • Extreme.DataAnalysis.Models
    • Extreme.Mathematics
    • Extreme.Mathematics.Algorithms
    • Extreme.Mathematics.Calculus
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
    • Extreme.Mathematics.Curves
    • Extreme.Mathematics.Curves.Nonlinear
    • Extreme.Mathematics.Distributed
    • Extreme.Mathematics.EquationSolvers
    • Extreme.Mathematics.Generic
    • Extreme.Mathematics.LinearAlgebra
    • Extreme.Mathematics.LinearAlgebra.Implementation
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners
    • Extreme.Mathematics.Optimization
    • Extreme.Mathematics.Optimization.LineSearches
    • Extreme.Mathematics.Random
    • Extreme.Mathematics.SignalProcessing
    • Extreme.Providers
    • Extreme.Providers.InteropServices
    • Extreme.Statistics
    • Extreme.Statistics.Distributions
    • Extreme.Statistics.Multivariate
    • Extreme.Statistics.Tests
    • Extreme.Statistics.TimeSeriesAnalysis
  • Extreme.DataAnalysis
    • Accumulator(T, U) Class
    • Aggregator(T, U) Class
    • Aggregator2(T, U) Class
    • Aggregator2Group Class
    • Aggregator2Group(T) Class
    • AggregatorGroup Class
    • AggregatorGroup(T) Class
    • Aggregators Class
    • BoundaryIntervalBehavior Enumeration
    • CategoricalEncoding Class
    • DataFrame Class
    • DataFrame(R, C) Class
    • DataFrameRow(R, C) Class
    • DateTimeExtensions Class
    • DateTimeUnit Enumeration
    • Direction Enumeration
    • Grouping Class
    • Grouping(TKey) Class
    • Histogram Class
    • Histogram(T) Class
    • IAccumulator(T, U) Interface
    • IAccumulator2(T, U) Interface
    • IAccumulator2(T, U, V) Interface
    • IAggregator Interface
    • IAggregator(T) Interface
    • IAggregator2 Interface
    • IAggregator2(T) Interface
    • IDataFrame Interface
    • IGrouping Interface
    • IIndex Interface
    • Index Class
    • Index(T) Class
    • IntervalIndex(T) Class
    • IPivot Interface
    • JoinIndex Class
    • JoinType Enumeration
    • MissingValueAction Enumeration
    • MissingValueException Class
    • MultipleMissingValueAction Enumeration
    • Parameter(T) Class
    • ParameterVector(T) Class
    • Pivot Class
    • Pivot(R, C) Class
    • RankTiebreaker Enumeration
    • Recurrence Class
    • SortOrder Enumeration
    • SpecialBins Enumeration
    • Subset Class
    • TransformedParameter(T) Class
    • TypePreservingAggregatorGroup Class
    • VectorExtensions Class
  • VectorExtensions Class
    • Methods
  • Methods
    • ApplyHodrickPrescottFilter Method
    • BoxCoxTransform Method
    • Change Method
    • ExponentialMovingAverage Method Overloads
    • ExtrapolatedChange Method
    • ExtrapolatedGrowthRate Method
    • ExtrapolatedPercentChange Method
    • GrowthRate Method
    • Lag Method Overloads
    • MovingAverage Method Overloads
    • MovingAverageAbsoluteDeviation Method
    • MovingMaximum Method
    • MovingMinimum Method
    • MovingStandardDeviation Method
    • MovingSum Method
    • PercentChange Method
    • PeriodToDateDifferences Method Overloads
    • PeriodToDateValues Method Overloads
    • PositiveToNegativeIndex Method
    • PositiveToNegativeRatio Method
    • Quantile(T) Method
    • Quantiles(T) Method
    • ReferenceIndex Method Overloads
    • UseBackwardDifferenceEncoding Method
    • UseDeviationEncoding Method
    • UseDummyEncoding Method
    • UseForwardDifferenceEncoding Method
    • UseHelmertEncoding Method
    • UseInverseHelmertEncoding Method
    • UsePolynomialEncoding Method
    • UseSimpleEncoding Method
    • WeightedMovingAverage Method Overloads
  • WeightedMovingAverage Method Overloads
    • WeightedMovingAverage Method (Vector(Double), Vector(Double))
    • WeightedMovingAverage Method (Vector(Double), Double[])
    • WeightedMovingAverage Method (Vector(Double), Vector(Double), Int32)
    • WeightedMovingAverage Method (Vector(Double), Double[], Int32)
    • WeightedMovingAverage Method (Vector(Double), Int32, Vector(Double))
  • WeightedMovingAverage Method (Vector(Double), Double[])

VectorExtensionsWeightedMovingAverage Method (VectorDouble, Double)

Extreme Optimization Numerical Libraries for .NET Professional
Returns a vector whose observations are the weighted moving average of the observations of the vector.

Namespace:  Extreme.DataAnalysis
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
Copy
public static Vector<double> WeightedMovingAverage(
	this Vector<double> vector,
	double[] weights
)
<ExtensionAttribute>
Public Shared Function WeightedMovingAverage ( 
	vector As Vector(Of Double),
	weights As Double()
) As Vector(Of Double)
public:
[ExtensionAttribute]
static Vector<double>^ WeightedMovingAverage(
	Vector<double>^ vector, 
	array<double>^ weights
)
[<ExtensionAttribute>]
static member WeightedMovingAverage : 
        vector : Vector<float> * 
        weights : float[] -> Vector<float> 

Parameters

vector
Type: Extreme.MathematicsVectorDouble
The vector to transform.
weights
Type: SystemDouble
A Double array containing the weights.

Return Value

Type: VectorDouble
A 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).
Exceptions

ExceptionCondition
ArgumentNullExceptionweights is .
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.

See Also

Reference

VectorExtensions Class
WeightedMovingAverage Overload
Extreme.DataAnalysis Namespace

Copyright (c) 2004-2021 ExoAnalytics Inc.

Send comments on this topic to support@extremeoptimization.com

Copyright © 2004-2021, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.