public static object AutoCorrelations(double[,] Data, object BackwardTooOpt)
{
bool backwardsToo = Utils.GetOptionalParameter(BackwardTooOpt, false);
int nData = Data.GetLength(0), nVars = Data.GetLength(1);
if (nVars != 2)
{
throw new Exception("Error, Autocorrelations currently only calculated for 1 pair!");
}
object[,] ret = new object[nData, 3];
ret[0, 0] = "Lag";
ret[0, 1] = "NumData";
ret[0, 2] = "Correlation";
double[] independent = Data.Column(0);
double[] dependent = Data.Column(1);
for (int i = 0; i < nData - 1; ++i)
{
double[] x = independent.Submatrix(0, nData - 1 - i);
double[] y = dependent.Submatrix(i, nData - 1);
DependenceContainer sc = new DependenceContainer();
for (int j = 0; j < x.Length; ++j)
{
sc.Add(x[j], y[j]);
}
ret[i + 1, 0] = i;
ret[i + 1, 1] = x.Length;
ret[i + 1, 2] = sc.Correlation;
}
return(ret);
}
private void RegisterServices(IServiceCollection services)
{
DependenceContainer.RegisterServices(services);
}
