Gets the lag-1 auto-correlation of the elements of a vector.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Shared Function Autocorrelation ( _
	data As Vector _
) As Double
C#
public static double Autocorrelation (
	Vector data
)
C++
public:
static double Autocorrelation (
	Vector^ data
)

Parameters

data (Extreme.Mathematics.LinearAlgebra.Vector)
A Vector.

Return Value

The lag-1 auto-correlation of the elements of data.

Exceptions

ExceptionCondition
ArgumentNullExceptiondata is nullNothingnullptr.