private TimeSeries GetEqualSeries(TimeSeries values1, TimeSeries values2)
{
TimeSeries timeSeries = new TimeSeries();
for (int index = 0; index < values2.Count; ++index)
{
DateTime dateTime = values1.GetDateTime(index);
if (values2.Contains(dateTime))
timeSeries.Add(dateTime, values1[index]);
}
return timeSeries;
}
public double GetCovariance(TimeSeries series)
{
if (series == null)
{
throw new ArgumentException("Argument series should be of TimeSeries type");
}
double num = this.GetMean();
double num2 = series.GetMean();
double num3 = 0.0;
double num4 = 0.0;
for (int i = 0; i < this.Count; i++)
{
DateTime dateTime = this.GetDateTime(i);
if (series.Contains(dateTime))
{
num4 += (this[i] - num) * (series[dateTime, SearchOption.Exact] - num2);
num3 += 1.0;
}
}
if (num3 <= 1.0)
{
return 0.0;
}
return num4 / (num3 - 1.0);
}
