FastQuant.TimeSeries.GetCorrelation C# (CSharp) Method

TimeSeries Class Documentation ファイルを表示 Open project: fastquant/fastquant.dll

GetCorrelation() public method

public GetCorrelation ( TimeSeries series ) : double
series TimeSeries
return double 
        public double GetCorrelation(TimeSeries series) => GetCovariance(series)/(GetStdDev()*series.GetStdDev());

Same methods

TimeSeries::GetCorrelation ( int row1, int row2, int index1, int index2 ) : double
TimeSeries
Add
Ago
Clear
Contains
Crosses
EnsureAtLeastOneElement
EnsureIndexInRange
EnsureNotEmpty
EnsureNotNull
Exp
GetAsymmetry
GetAutoCorrelation
GetAutoCovariance
GetByDateTime
GetCorrelation
GetCovariance
GetDateTime
GetExcess
GetIndex
GetItem
GetMax
GetMaxItem
GetMean
GetMedian
GetMin
GetMinItem
GetMoment
GetNegativeSeries
GetNegativeStdDev
GetNegativeVariance
GetPositiveSeries
GetPositiveStdDev
GetPositiveVariance
GetReturnSeries
GetStdDev
GetSum
GetValue
GetVariance
IndexOf
Log
Log10
MathTransform
OpTimeSeriesAndValue
OpTwoTimeSeries
Pow
Remove
Shift
Sqrt
TimeSeries
operator
this