AUSTRA

ARModel<T> Class

BaseSequence<T, TSelf> Class

Cholesky Structure

ConvergenceException Class

CSequence Class

CVector Structure

DateSequence Class

DateSpline Class

DateVector Structure

DSequence Class

DVector Structure

EmptySequenceException Class

EmptySliceException Class

Frequency Enumeration

IContainer<T> Interface

IIndexable Interface

IMatrix Interface

INumericVector Interface

IPointwiseOperators<T> Interface

ISafeIndexed Interface

IVector Interface

LinearModel<T> Class

LinearSModel Class

LinearVModel Class

LMatrix Structure

LMatrixJsonConverter Class

MAModel<T> Class

Matrix Structure

MatrixJsonConverter Class

MatrixSizeException Class

NonPositiveDefiniteException Class

NSequence Class

NVector Structure

Point<T> Structure

Polynomial Structure

PolynomialRootsException Class

Polynomials Class

RMatrix Structure

Sequence<T, TSelf> Class

Series<T> Class

SeriesType Enumeration

Spline<ARG> Class

VectorLengthException Class

VectorSpline Class

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SeriesType Enumeration

Simple taxonomy for series.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3

Syntax

C#

public enum SeriesType

Members

Member name	Value	Description
Raw	0	Raw values, such as prices or volumes.
Rets	1	Simple returns.
Logs	2	Logarithmic returns.
MixedRets	3	Simple and logarithmic returns mixed.
Mixed	4	Cannot assert the type of the series.

See Also

Reference

Austra.Library Namespace

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