Gets the auto-correlation of the elements of an array.

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

Syntax

Visual Basic (Declaration)
Public Shared Function Autocorrelation ( _
	data As Double(), _
	lag As Integer _
) As Double
C#
public static double Autocorrelation (
	double[] data,
	int lag
)
C++
public:
static double Autocorrelation (
	array<double>^ data, 
	int lag
)

Parameters

data ()
A Double array.
lag (System.Int32)
The lag at which to evaluate the autocorrelation.

Return Value

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

Exceptions

ExceptionCondition
ArgumentNullExceptiondata is nullNothingnullptr.
InsufficientDataExceptionlag is greater than or equal to the length of data.