| public Contains ( System.DateTime dateTime ) : bool | ||
| dateTime | System.DateTime | |
| return | bool | |
private static TimeSeries OpTwoTimeSeries(TimeSeries ts1, TimeSeries ts2, string name, Func <double, double, double> op, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < ts1.Count; ++i)
{
var datetime = ts1.GetDateTime(i);
if (ts2.Contains(datetime))
{
var d2 = ts2[datetime, SearchOption.ExactFirst];
if (!checkZero || d2 != 0.0)
{
ts.Add(datetime, op(ts1[datetime, 0, SearchOption.ExactFirst], d2));
}
}
}
return(ts);
}
public double GetCovariance(TimeSeries series)
{
EnsureNotNull(series);
var m1 = GetMean();
var m2 = series.GetMean();
int count = 0;
double sum = 0;
for (int i = 0; i < Count; ++i)
{
var dateTime = GetDateTime(i);
if (series.Contains(dateTime))
{
sum += (this[i] - m1) * (series[dateTime, SearchOption.ExactFirst] - m2);
++count;
}
}
return(count <= 1 ? 0 : sum / (count - 1));
}
private static TimeSeries OpTwoTimeSeries(TimeSeries ts1, TimeSeries ts2, string name, Func<double, double, double> op, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < ts1.Count; ++i)
{
var datetime = ts1.GetDateTime(i);
if (ts2.Contains(datetime))
{
var d2 = ts2[datetime, SearchOption.ExactFirst];
if (!checkZero || d2 != 0.0)
ts.Add(datetime, op(ts1[datetime, 0, SearchOption.ExactFirst], d2));
}
}
return ts;
}
public double GetCovariance(TimeSeries series)
{
EnsureNotNull(series);
var m1 = GetMean();
var m2 = series.GetMean();
int count = 0;
double sum = 0;
for (int i = 0; i < Count; ++i)
{
var dateTime = GetDateTime(i);
if (series.Contains(dateTime))
{
sum += (this[i] - m1) * (series[dateTime, SearchOption.ExactFirst] - m2);
++count;
}
}
return count <= 1 ? 0 : sum / (count - 1);
}
