The CrossCorrelation type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | CrossCorrelation |
Constructor to compute the sample cross-correlation function of two
stationary time series.
|
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) |
 | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
| GetAutoCorrelationX |
Returns the autocorrelations of the time series x.
|
| GetAutoCorrelationY |
Returns the autocorrelations of the time series y.
|
| GetAutoCovarianceX |
Returns the autocovariances of the time series x.
|
| GetAutoCovarianceY |
Returns the autocovariances of the time series y.
|
| GetCrossCorrelations |
Returns the cross-correlations between the time series x and
y.
|
| GetCrossCovariances |
Returns the cross-covariances between the time series x and
y.
|
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetStandardErrors |
Returns the standard errors of the cross-correlations between the
time series x and y.
|
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
 | MeanX |
Estimate of the mean of time series x.
|
| MeanY |
Estimate of the mean of time series y.
|
| NumberOfProcessors |
Perform the parallel calculations with the maximum possible number of
processors set to NumberOfProcessors.
|
| VarianceX |
Returns the variance of time series x.
|
| VarianceY |
Returns the variance of time series y.
|
