Ejemplo n.º 1
0
        /// <summary>
        /// Calculate logarithmic regression of time series.
        /// </summary>
        /// <param name="series">input time series</param>
        /// <param name="n">number of bars for regression</param>
        /// <param name="parentId">caller cache id, optional</param>
        /// <param name="memberName">caller's member name, optional</param>
        /// <param name="lineNumber">caller line number, optional</param>
        /// <returns>regression parameters as time series</returns>
        public static _Regression LogRegression(this ITimeSeries <double> series, int n,
                                                CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
        {
            var cacheId = new CacheId(parentId, memberName, lineNumber,
                                      series.GetHashCode(), n);

            return(series
                   .Log(cacheId)
                   .LinRegression(n, cacheId));
        }