C# (CSharp) FreeQuant.Series TimeSeries.GetStdDev Examples

Example #1

File: DoubleSeries.cs Project: zhuzhenping/FreeOQ

 public override double GetCorrelation(TimeSeries series, DateTime dateTime1, DateTime dateTime2)
 {
     return(this.GetCovariance(series, dateTime1, dateTime2) / (this.GetStdDev(dateTime1, dateTime2) * series.GetStdDev(dateTime1, dateTime2)));
 }

Example #2

File: DoubleSeries.cs Project: heber/FreeOQ

		public override double GetCorrelation(TimeSeries series, DateTime dateTime1, DateTime dateTime2)
		{
			return this.GetCovariance(series, dateTime1, dateTime2) / (this.GetStdDev(dateTime1, dateTime2) * series.GetStdDev(dateTime1, dateTime2));
		}

Example #3

File: DoubleSeries.cs Project: zhuzhenping/FreeOQ

 public override double GetCorrelation(TimeSeries series)
 {
     return(this.GetCovariance(series) / (this.GetStdDev() * series.GetStdDev()));
 }

Example #4

File: DoubleSeries.cs Project: heber/FreeOQ

		public override double GetCorrelation(TimeSeries series)
		{
			return this.GetCovariance(series) / (this.GetStdDev() * series.GetStdDev());
		}