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    • 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), Int32, Vector(Double))
VectorExtensionsWeightedMovingAverage Method (VectorDouble, Int32, VectorDouble)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.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
Syntax

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

Parameters

vector
Type: Extreme.MathematicsVectorDouble
The vector to transform.
length
Type: SystemInt32
The length of the window over which the average should be computed.
weights
Type: Extreme.MathematicsVectorDouble
A vector of the same length 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 .
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.
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.

Version Information

Numerical Libraries

Supported in: 6.0
See Also

Reference

VectorExtensions Class
WeightedMovingAverage Overload
Extreme.DataAnalysis Namespace

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