C# (CSharp) FastQuant TimeSeries.GetMean Beispiele

GetMean() public method

public GetMean ( ) : double
return	double

Beispiel #1

Datei: TimeSeries.cs Projekt: ssh352/omniquant-server

        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));
        }

Beispiel #2

Datei: TimeSeries.cs Projekt: fastquant/fastquant.dll

 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);
 }