Пример #1
0
        public Variance(double[] x, MAType type = MAType.SMA, int period = 14)
        {
            MovingAverage xAvg = type.GetMovingAverageFromArray(x);

            double sum = 0;
            int    n   = xAvg.Count;
            int    m   = x.Length - n;

            for (int i = 0; i < n; i++)
            {
                sum = sum + (x[i + m] - xAvg.MA[i]).Squared();
            }

            this.value = sum / n;
        }