public static List <RegressionLine> createRegression(int N, List <VariableIndicator> Value)
{
List <RegressionLine> REG = new List <RegressionLine>();
double[] _price = new double[Value.Count];
for (int x = 0; x < Value.Count; x++)
{
_price[x] = Value[x].Value;
}
double[] _reg = new double[Value.Count];
double[] _slope = new double[Value.Count];
int a, b;
Core.LinearReg(0, Value.Count - 1, _price, N, out a, out b, _reg);
Core.LinearRegSlope(0, Value.Count - 1, _price, N, out a, out b, _slope);
for (int x = 0; x < Value.Count - a; x++)
{
RegressionLine e = new RegressionLine
{
N = N,
TimeStamp = Value[x + a].TimeStamp,
CustomValue = Value[x + a].Value,
Regression = _reg[x],
Slope = _slope[x],
};
REG.Add(e);
}
return(REG);
}
public static List<RegressionLine> createRegression(int N, List<VariableIndicator> Value)
{
List<RegressionLine> REG = new List<RegressionLine>();
double[] _price = new double[Value.Count];
for (int x = 0; x < Value.Count; x++) _price[x] = Value[x].Value;
double[] _reg = new double[Value.Count];
double[] _slope = new double[Value.Count];
int a, b;
Core.LinearReg(0, Value.Count - 1, _price, N, out a, out b, _reg);
Core.LinearRegSlope(0, Value.Count - 1, _price, N, out a, out b, _slope);
for (int x = 0; x < Value.Count - a; x++)
{
RegressionLine e = new RegressionLine
{
N = N,
TimeStamp = Value[x + a].TimeStamp,
CustomValue = Value[x + a].Value,
Regression = _reg[x],
Slope = _slope[x],
};
REG.Add(e);
}
return REG;
}
