public class Series<T> : ISafeIndexed
where T : struct, new(), IComparable<T>
SeriesT | Creates a named series. |
Args | Gets the list of arguments from the series. |
Count | Gets the number of points in the series. |
EnumValues | Gets the list of values from the series. |
First | Gets the first point in the series. |
ItemIndex | Gets a point given its index. |
ItemInt32 | Gets a point given its index. |
ItemRange | Extracts a slice from the series. |
Kurtosis | Gets the unbiased population kurtosis. |
Last | Gets the last point in the series. |
Maximum | Returns the maximum value from the series. |
Mean | Gets the mean value from the series. |
Minimum | Returns the minimum value from the series. |
Name | Gets the name of the series. |
Points | Gets the sorted list of points. |
PopulationKurtosis | Gets the kurtosis from the full population. |
PopulationSkewness | Get the skewness from the full population. |
PopulationStandardDeviation | Gets the standard deviation from the full population. |
PopulationVariance | Gets the variance from the full population. |
Skewness | Gets the unbiased population skewness. |
StandardDeviation | Gets the unbiased standard deviation. |
Stats | Gets statistics on the series. |
Ticker | Gets the ticker of the series. |
Type | Is this a raw (Prices) series or a derived one? |
Values | Gets the values array as a vector. |
Variance | Gets the unbiased variance. |
AbsMax | Gets the maximum absolute value. |
AbsMin | Gets the minimum absolute value. |
ACF | Computes autocorrelation for all lags. |
AsLogReturns | Creates a new series based in the logarithmic returns. |
AsReturns | Creates a new series based in the returns. |
AutoCorrelation | Computes the autocorrelation for a fixed lag. |
AutoRegression | Finds the coefficients for an autoregressive model. |
Combine | Calculates the weighted sum of an array of series. |
Contains | Checks if the series contains the given value. |
Correlation | Computes the Pearson correlation between two series. |
CorrelationMatrix | Computes the correlation matrix for a group of series. |
Correlogram | Computes autocorrelation for a range of lags. |
Covariance | Computes the covariance between two series. |
CovarianceMatrix | Computes the covariance matrix for a group of series. |
Create | Creates a series with integer arguments given its values. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Fft | Computes the real discrete Fourier transform. |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
GetSliceStats | Gets statistics on a slice of the series. |
GetType | Gets the Type of the current instance. (Inherited from Object) |
IndexOf | Returns the zero-based index of the first occurrence of a value. |
LinearModel | Multilinear regression based in Ordinary Least Squares. |
MovingAverage | Finds the coefficients for a moving average model. |
NCdf | The normal cumulative distribution function of the most recent value. |
NCdf(Double) | The normal cumulative distribution function. |
PACF | Computes the partial autocorrelation for all lags. |
Percentiles | Returns ascendenly sorted values. |
SafeThis | Safe access to the series' points. If the index is out of range, a zero is returned. |
Slice | Takes a slice from a series. |
Sum | Calculates the sum of the series values. |
ToString | Gets a textual representation of the series. (Overrides ObjectToString) |
Addition(SeriesT, SeriesT) | Creates a new series by adding values from the operands. |
Multiply(Double, SeriesT) | Scales values from a series. |
Multiply(SeriesT, Double) | Scales values from a series. |
Subtraction(SeriesT, SeriesT) | Creates a new series by subtracting values from the operands. |