tsa::functor::correlation Class Reference

Functor for calculating the correlation between two series over a given period. More...

#include <TSAFunctors.h>

Inherits tsa::functor::parent< T >.

Public Member Functions
const parent &	operator() (const series< double > &ser_a, const series< double > &ser_b, size_t _period)

Detailed Description

Functor for calculating the correlation between two series over a given period.