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; }