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double | tsa::average (const series< double > &data, size_t period) |
| Returns the the average value of data with given period.
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double | tsa::average_variable (const series< double > &data, size_t var_period, size_t max_period) |
| Returns the the average value of data with a variable period, where the period is capped at max_period.
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double | tsa::average_weighted (const series< double > &data, size_t period) |
| Returns the weighted average value of data over given period.
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double | tsa::cap (double number, double max) |
| Returns the lower of number or max.
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double | tsa::cap_floor (double number, double min, double max) |
| Returns number if number is between max and min, else max if above, or min if below.
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double | tsa::const_e (void) |
| Returns the value of E as 2.718281828459045235.
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double | tsa::const_phi (void) |
| Returns the value of Phi (Golden Ratio) as 1.61803398874989.
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double | tsa::const_pi (void) |
| defines the value of Pi as 3.14159265358979323846264.
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double | tsa::correlation (const series< double > &x, const series< double > &y, size_t period) |
| Returns the correlation coefficient of series and series over given period.
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double | tsa::degrees (double radians) |
| Converts radians to degrees.
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double | tsa::floor (double number, double min) |
| Returns the higher of number or min.
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double | tsa::highest (const series< double > &series, size_t period) |
| Returns the highest value found in series over given .
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r_tuple | tsa::linear_regression (const series< double > &series, size_t period) |
| Returns various regression measures of series against time over given period.
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double | tsa::lowest (const series< double > &series, size_t period) |
| Returns the smallest value found in series over given .
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double | tsa::max (const series< double > &series, size_t period) |
| Returns the highest value found in series over given .
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double | tsa::min (const series< double > &series, size_t period) |
| Returns the smallest value found in series over given .
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double | tsa::radians (double degrees) |
| Converts degrees to radians.
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double | tsa::safe_divide (double numerator, double denominator, double denominator_adjust=10e-9) |
| This function avoids 'division by zero' errors by adding denominator_adjust to denominator when it is equal to 0.0.
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double | tsa::sqrt (double arg) |
| Returns the square root of the given argument. Throws an exception if given arg is smaller than 0.0.
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double | tsa::square (double arg) |
| Returns a square of the given argument. Same as std::pow(arg,2).
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double | tsa::stdev (const series< double > &data, size_t period) |
| Returns the population standard deviation in data over period.
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int64_t | tsa::trunc (double value) |
| Returns the integer portion of value.
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double | tsa::variance (const series< double > &data, size_t period) |
| Returns the population variance in data over period.
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double | tsa::WMA (const series< double > &data, size_t period) |
| Returns the weighted average value of data over given period.
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