Returns a vector whose observations are the standard deviation
of a range of observations of the vector.
Namespace:
Extreme.DataAnalysis
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static Vector<double> MovingStandardDeviation(
this Vector<double> vector,
int length,
Vector<double> simpleMovingAverage
)
<ExtensionAttribute>
Public Shared Function MovingStandardDeviation (
vector As Vector(Of Double),
length As Integer,
simpleMovingAverage As Vector(Of Double)
) As Vector(Of Double)
public:
[ExtensionAttribute]
static Vector<double>^ MovingStandardDeviation(
Vector<double>^ vector,
int length,
Vector<double>^ simpleMovingAverage
)
[<ExtensionAttribute>]
static member MovingStandardDeviation :
vector : Vector<float> *
length : int *
simpleMovingAverage : Vector<float> -> Vector<float>
Parameters
- vector
- Type: Extreme.MathematicsVectorDouble
The vector to transform. - length
- Type: SystemInt32
The number of observations in the range. - simpleMovingAverage
- Type: Extreme.MathematicsVectorDouble
A vector that contains the
simple moving average of the vector over the same length.
Return Value
Type:
VectorDoubleA 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).
If length is equal to 1, this method returns the original vector.
The new vector gets the name stdev<length>(<name>), where
<name> is the name of the original vector.
Reference