Computes lags of an array sorted first by class designations and then descending chronological order.

Namespace: Imsl.DataMining.Neural
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual double[,] ComputeLags(
	int[] lags,
	int[] iClass,
	double[] x
)
Visual Basic (Declaration)
Public Overridable Function ComputeLags ( _
	lags As Integer(), _
	iClass As Integer(), _
	x As Double() _
) As Double(,)
Visual C++
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.

See Also