VectorExtensions Class

Represents transformations that can be applied to a vector.

Definition

Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public static class VectorExtensions
Inheritance
Object  →  VectorExtensions

Methods

ApplyHodrickPrescottFilter Applies Hodrick-Prescott smoothing to the vector.
BoxCoxTransform Returns the Box-Cox transform of the vector for the specified parameter.
Change Returns a vector whose observations are the difference between each observation and a previous observation.
ExponentialMovingAverage(Vector<Double>, Double) Returns a vector whose observations are the exponential moving average of the observations of the vector.
ExponentialMovingAverage(Vector<Double>, Int32) Returns a vector whose observations are the exponential moving average of the observations of the vector.
ExponentialMovingAverage(Vector<Double>, Int32, Int32) Returns a vector whose observations are the exponential moving average of the observations of the vector.
ExtrapolatedChange Returns a vector whose observations are the extrapolated change of the observations over the specified lag.
ExtrapolatedGrowthRate Returns a vector whose observations are the extrapolated exponential growth rate of the observations over the specified lag.
ExtrapolatedPercentChange Returns a vector whose observations are the extrapolated percentage change of the observations over the specified lag.
GrowthRate Returns a vector whose observations are the exponential growth rate of the observations over the specified lag.
Lag<T>(Vector<T>) Returns a vector whose observations are moved ahead by one observation.
Lag<T>(Vector<T>, Int32) Returns a vector whose observations are moved ahead by the specified number of observations.
Lag<T>(Vector<T>, Int32, T) Returns a vector whose observations are moved ahead by the specified number of observations.
MovingAverage(Vector<Double>, Int32) Returns a vector whose observations are the simple moving average of the observations of the vector.
MovingAverage(Vector<Double>, Int32, Boolean) Returns a vector whose observations are the simple moving average of the observations of the vector.
MovingAverageAbsoluteDeviation Returns a vector whose observations are the average absolute deviation of a range of observations from observations of another vector.
MovingMaximum Returns a vector whose observations are the maximum of a range of observations of the vector.
MovingMinimum Returns a vector whose observations are the minimum of a range of observations of the vector.
MovingStandardDeviation Returns a vector whose observations are the standard deviation of a range of observations of the vector.
MovingSum Returns a vector whose observations are the sum of a range of observations of the vector.
PercentChange Returns a vector whose observations are the percent change of the observations over the specified lag.
PeriodToDateDifferences(Vector<Double>, Int32[], BoundaryIntervalBehavior, BoundaryIntervalBehavior) Returns a vector whose observations are the difference between successive observations over intervals of observations.
PeriodToDateDifferences(Vector<Double>, Vector<DateTime>, Vector<DateTime>, BoundaryIntervalBehavior, BoundaryIntervalBehavior) Returns a vector whose observations are the difference between successive observations over intervals of observations.
PeriodToDateValues(Vector<Double>, Int32[], BoundaryIntervalBehavior, BoundaryIntervalBehavior) Returns a vector whose observations are the cumulative sum over intervals of observations.
PeriodToDateValues(Vector<Double>, Vector<DateTime>, Vector<DateTime>, BoundaryIntervalBehavior, BoundaryIntervalBehavior) Returns a vector whose observations are the cumulative sum over intervals of observations.
PositiveToNegativeIndex Returns a vector that represents an index comparing positive to negative values in the specified period..
PositiveToNegativeRatio Returns a vector that represents the ratio of positive to negative values in the specified period..
Quantile<T> Gets the specified quantile.
Quantiles<T> Gets the specified quantile.
ReferenceIndex(Vector<Double>, Int32, Double) Returns a vector that represents an index value relative to the specified base value.
ReferenceIndex(Vector<Double>, Int32, Int32, Double) Returns a vector that represents an index value relative to the specified range of base value.
UseBackwardDifferenceEncoding Specifies that backward difference encoding should be used when creating indicator variables.
UseDeviationEncoding Specifies that deviance encoding should be used when creating indicator variables.
UseDummyEncoding Specifies that dummy encoding (also called treatment encoding) should be used when creating indicator variables.
UseForwardDifferenceEncoding Specifies that forward difference encoding should be used when creating indicator variables.
UseHelmertEncoding Specifies that Helmert encoding should be used when creating indicator variables.
UseInverseHelmertEncoding Specifies that inverse Helmert encoding should be used when creating indicator variables.
UsePolynomialEncoding Specifies that orthogonal polynomial encoding should be used when creating indicator variables.
UseSimpleEncoding Specifies that simple encoding should be used when creating indicator variables.
WeightedMovingAverage(Vector<Double>, Vector<Double>) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Double[]) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Vector<Double>, Int32) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Double[], Int32) Returns a vector whose observations are the weighted moving average of the observations of the vector.
WeightedMovingAverage(Vector<Double>, Int32, Vector<Double>) Returns a vector whose observations are the weighted moving average of the observations of the vector.

See Also