Statistical Functions (DSL)

Functions
sref< double >	tsa::CORRELATION (sref< double > series_a, sref< double > series_b, size_t period)
	Returns the Correlation between two series. More...
sref< double >	tsa::REGRESSION_LINE (sref< double > x, sref< double > y, size_t period)
	Regression 'line end point' of x against y, over given period. More...
sref< double >	tsa::REGRESSION_LINE (sref< double > data, size_t period)
	Regression 'line end point' of data against linear time, over given period. More...
sref< double >	tsa::REGRESSION_RSQUARE (sref< double > x, sref< double > y, size_t period)
	Regression 'r-square' of x against y, over given period. More...
sref< double >	tsa::REGRESSION_RSQUARE (sref< double > data, size_t period)
	Regression 'r-square' of data against linear time, over given period. More...
sref< double >	tsa::REGRESSION_SLOPE (sref< double > x, sref< double > y, size_t period)
	Regression 'slope' of x against y, over given period. More...
sref< double >	tsa::REGRESSION_SLOPE (sref< double > data, size_t period)
	Regression 'slope' of data against linear time, over given period. More...
sref< double >	tsa::REGRESSION_Y_INTERCEPT (sref< double > x, sref< double > y, size_t period)
	Regression 'y intercept' of x against y, over given period. More...
sref< double >	tsa::REGRESSION_Y_INTERCEPT (sref< double > data, size_t period)
	Regression 'y-intercept' of data against linear time, over given period. More...

Detailed Description

Function Documentation

sref< double > tsa::CORRELATION	(	sref< double >	series_a,
		sref< double >	series_b,
		size_t	period
	)

Returns the Correlation between two series.

Parameters

series_a	The first series.
series_b	The second series.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_LINE	(	sref< double >	x,
		sref< double >	y,
		size_t	period
	)

Regression 'line end point' of x against y, over given period.

Parameters

x	series x.
y	series y.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_LINE	(	sref< double >	data,
		size_t	period
	)

Regression 'line end point' of data against linear time, over given period.

Parameters

x	series data.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_RSQUARE	(	sref< double >	x,
		sref< double >	y,
		size_t	period
	)

Regression 'r-square' of x against y, over given period.

Parameters

x	series x.
y	series y.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_RSQUARE	(	sref< double >	data,
		size_t	period
	)

Regression 'r-square' of data against linear time, over given period.

Parameters

x	series data.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_SLOPE	(	sref< double >	x,
		sref< double >	y,
		size_t	period
	)

Regression 'slope' of x against y, over given period.

Parameters

x	series x.
y	series y.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_SLOPE	(	sref< double >	data,
		size_t	period
	)

Regression 'slope' of data against linear time, over given period.

Parameters

x	series data.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_Y_INTERCEPT	(	sref< double >	x,
		sref< double >	y,
		size_t	period
	)

Regression 'y intercept' of x against y, over given period.

Parameters

x	series x.
y	series y.
period	The period.

Returns

A sref<double>

sref< double > tsa::REGRESSION_Y_INTERCEPT	(	sref< double >	data,
		size_t	period
	)

Regression 'y-intercept' of data against linear time, over given period.

Parameters

x	series data.
period	The period.

Returns

A sref<double>