public sealed class Series : Series<Date>,
IAdditionOperators<Series, Series, Series>, IAdditionOperators<Series, double, Series>,
ISubtractionOperators<Series, Series, Series>, ISubtractionOperators<Series, double, Series>,
IMultiplyOperators<Series, double, Series>, IDivisionOperators<Series, double, Series>,
IUnaryNegationOperators<Series, Series>, IPointwiseOperators<Series>,
IFormattable
Series(String, String, Double, Series) | Creates a named time series. |
Series(String, String, Date, Double, Series) | Creates a named time series. |
Series(String, String, Date, Double, SeriesType, Frequency) | Creates a named time series. |
Args | Gets the list of arguments from the series. (Inherited from SeriesT) |
Count | Gets the number of points in the series. (Inherited from SeriesT) |
Dates | Gets dates from the series as a vector. |
EnumValues | Gets the list of values from the series. (Inherited from SeriesT) |
First | Gets the first point in the series. (Inherited from SeriesT) |
Freq | Gets the sampling frequency. |
ItemIndex | Gets a point given its index. (Inherited from SeriesT) |
ItemInt32 | Gets a point given its index. (Inherited from SeriesT) |
ItemRange | Extracts a slice from the series. |
Kurtosis | Gets the unbiased population kurtosis. (Inherited from SeriesT) |
Last | Gets the last point in the series. (Inherited from SeriesT) |
Maximum | Returns the maximum value from the series. (Inherited from SeriesT) |
Mean | Gets the mean value from the series. (Inherited from SeriesT) |
Minimum | Returns the minimum value from the series. (Inherited from SeriesT) |
Name | Gets the name of the series. (Inherited from SeriesT) |
Points | Gets the sorted list of points. (Inherited from SeriesT) |
PopulationKurtosis | Gets the kurtosis from the full population. (Inherited from SeriesT) |
PopulationSkewness | Get the skewness from the full population. (Inherited from SeriesT) |
PopulationStandardDeviation | Gets the standard deviation from the full population. (Inherited from SeriesT) |
PopulationVariance | Gets the variance from the full population. (Inherited from SeriesT) |
Skewness | Gets the unbiased population skewness. (Inherited from SeriesT) |
StandardDeviation | Gets the unbiased standard deviation. (Inherited from SeriesT) |
Stats | Gets statistics on the series. (Inherited from SeriesT) |
Tag | A custom tag for the series. |
Ticker | Gets the ticker of the series. (Inherited from SeriesT) |
Type | Is this a raw (Prices) series or a derived one? (Inherited from SeriesT) |
Values | Gets the values array as a vector. (Inherited from SeriesT) |
Variance | Gets the unbiased variance. (Inherited from SeriesT) |
AbsMax | Gets the maximum absolute value. (Inherited from SeriesT) |
AbsMin | Gets the minimum absolute value. (Inherited from SeriesT) |
ACF | Computes autocorrelation for all lags. (Inherited from SeriesT) |
Adapt | Transforms a SeriesT into a Series. |
All | Checks whether the predicate is satisfied by all items. |
Any | Checks whether the predicate is satisfied by at least one item. |
ARModel | Creates an AR model from a series and a degree. |
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. (Inherited from SeriesT) |
AutoRegression | Finds the coefficients for an autoregressive model. (Inherited from SeriesT) |
Combine | Calculates the weighted sum of an array of series. |
Contains(Date) | Checks if the series contains the given value. |
Contains(Double) | Checks if the series contains the given value. (Inherited from SeriesT) |
Correlation | Computes the Pearson correlation between two series. (Inherited from SeriesT) |
Correlogram | Computes autocorrelation for a range of lags. (Inherited from SeriesT) |
Covariance | Computes the covariance between two series. (Inherited from SeriesT) |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
EWMA | Smooths data using a exponentially weighted moving average. |
Fft | Computes the real discrete Fourier transform. (Inherited from SeriesT) |
Filter | Creates a new series by transforming each item with the given function. |
Fit | Gets linear coefficients for a fitting line. |
FullLinearModel | Creates a linear model from a series and a set of predictors. |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
GetSliceStats(Date) | Gets statistics on a slice of a date series. |
GetSliceStats(T, T) | Gets statistics on a slice of the series. (Inherited from SeriesT) |
GetType | Gets the Type of the current instance. (Inherited from Object) |
IndexOf | Returns the zero-based index of the first occurrence of a value. (Inherited from SeriesT) |
LinearFit | Computes the series predicted by a linear fit. |
LinearModel | Multilinear regression based in Ordinary Least Squares. (Inherited from SeriesT) |
MAModel | Creates an MA model from a series and a degree. |
Map | Creates a new series by transforming each item with the given function. |
MovingAverage | Finds the coefficients for a moving average model. (Inherited from SeriesT) |
MovingAvg | Smooths data using a simple moving average. |
MovingNcdf | Compress data using a simple moving percentile. |
MovingRet | Gets the moving return of a one month window. |
MovingStd | Smooths data using a simple moving standard deviation. |
NCdf | The normal cumulative distribution function of the most recent value. (Inherited from SeriesT) |
NCdf(Double) | The normal cumulative distribution function. (Inherited from SeriesT) |
PACF | Computes the partial autocorrelation for all lags. (Inherited from SeriesT) |
Percentiles | Returns ascendenly sorted values. (Inherited from SeriesT) |
PointwiseDivide | Creates a new series by dividing values from the operands. |
PointwiseMultiply | Creates a new series by multiplying values from the operands. |
Prune | Creates a series retaining the first count items. |
Random | Generates a normally distributed series using statistics from this series. |
SafeThis |
Safe access to the series' points. If the index is out of range, a zero is returned.
(Inherited from SeriesT) |
SetName | Clones this series with a new name. |
Slice(Date, Date) | Takes a slice from a series. |
Slice(Int32, Int32) | Takes a slice from a series. |
Spline | Creates an interpolator for this series. |
Sum | Calculates the sum of the series values. (Inherited from SeriesT) |
ToString | Gets a textual representation of the series. (Overrides SeriesTToString) |
ToString(String, IFormatProvider) | Gets a textual representation of the series. |
Zip | Combines the common sufix of two time series. |
Addition(Double, Series) | Adds a scalar to a series. |
Addition(Series, Series) | Creates a new series by adding values from the operands. |
Addition(Series, Double) | Adds a scalar to a series. |
Division(Series, Double) | Divides all values from a series. |
Multiply(Double, Series) | Scales values from a series. |
Multiply(Series, Double) | Scales values from a series. |
Subtraction(Double, Series) | Subtracts series from a fixed scalar value. |
Subtraction(Series, Series) | Creates a new series by subtracting values from the operands. |
Subtraction(Series, Double) | Subtracts a fixed scalar value from a series. |
UnaryNegation(Series) | Negates values from a series. |