Computes lags of an array sorted first by class
designations and then descending chronological order.
Namespace:
Imsl.DataMining.NeuralAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double[,] ComputeLags( int[] lags, int[] iClass, double[] x ) |
Visual Basic (Declaration) |
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Public Overridable Function ComputeLags ( _ lags As Integer(), _ iClass As Integer(), _ x As Double() _ ) As Double(,) |
Visual C++ |
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public: virtual array<double,2>^ ComputeLags( array<int>^ lags, array<int>^ iClass, array<double>^ x ) |
Parameters
- lags
- Type: array<
System..::.Int32
>[]()[]
An int array containing the requested lags.
- iClass
- Type: array<
System..::.Int32
>[]()[]
An int array containing class number associated with each element of x, sorted in ascending order.
- x
- Type: array<
System..::.Double
>[]()[]
A double array containing the time series data to be lagged.
Return Value
A double matrix containing the lagged data. The i-th column of this array is the lagged values of x for a lag equal to lags[i]. The number of rows is equal to the length of x.Remarks
Every lag must be non-negative.
The i-th element of iClass is equal to the class associated with the i-th element of x. iClass and x must be the same length.
x is assumed to be sorted first by class designations and then descending chronological order; i.e., most recent observations appear first within a class.