/// <summary>
/// Combine vectors as columns to create new matrix
/// </summary>
/// <param name="cvecs">Column vector list</param>
public static Matrix <double> CBind(Vector <double>[] cvecs)
{
var v1 = cvecs [0];
IIndexByName idx = (v1 is IndexedVector) ? ((IndexedVector)v1).Indices : null;
var mat = new IndexedMatrix(v1.Count, cvecs.Length, idx, null);
for (int ci = 0; ci < cvecs.Length; ci++)
{
var v = cvecs [ci];
for (int ri = 0; ri < v1.Count; ri++)
{
mat [ri, ci] = v [ri];
}
}
return(mat);
}
/// <summary>
/// Gets the underlying matrix data
/// </summary>
/// <param name='m'>
/// M.
/// </param>
public static double[] DataOf(Matrix <double> matrix)
{
IndexedMatrix imat = matrix as IndexedMatrix;
if (imat != null)
{
return(imat.Data);
}
DenseMatrix dmat = matrix as DenseMatrix;
if (dmat != null)
{
return(dmat.Values);
}
else
{
throw new ArgumentException("cannot get underlying data for matrix of type: " + matrix.GetType());
}
}
/// <summary>
/// Determines whether indexed matrix contains a seried of quotes, based on column headers
/// </summary>
public static bool IsQuotes(IndexedMatrix m)
{
IIndexByName colnames = m.ColIndices;
if (colnames == null)
{
return(false);
}
var ordering = colnames.Ordering;
if (ordering.ContainsKey("bid") || ordering.ContainsKey("Bid"))
{
return(true);
}
else
{
return(false);
}
}