C# (CSharp) FreeQuant.Series TimeSeries.GetStdDev示例

示例#1

文件： DoubleSeries.cs 项目： zhuzhenping/FreeOQ

 public override double GetCorrelation(TimeSeries series, DateTime dateTime1, DateTime dateTime2)
 {
     return(this.GetCovariance(series, dateTime1, dateTime2) / (this.GetStdDev(dateTime1, dateTime2) * series.GetStdDev(dateTime1, dateTime2)));
 }

示例#2

文件： DoubleSeries.cs 项目： heber/FreeOQ

		public override double GetCorrelation(TimeSeries series, DateTime dateTime1, DateTime dateTime2)
		{
			return this.GetCovariance(series, dateTime1, dateTime2) / (this.GetStdDev(dateTime1, dateTime2) * series.GetStdDev(dateTime1, dateTime2));
		}

示例#3

文件： DoubleSeries.cs 项目： zhuzhenping/FreeOQ

 public override double GetCorrelation(TimeSeries series)
 {
     return(this.GetCovariance(series) / (this.GetStdDev() * series.GetStdDev()));
 }

示例#4

文件： DoubleSeries.cs 项目： heber/FreeOQ

		public override double GetCorrelation(TimeSeries series)
		{
			return this.GetCovariance(series) / (this.GetStdDev() * series.GetStdDev());
		}