StatisticalEngine Class Methods
For a list of all members of this type, see StatisticalEngine members.
Public Methods
Name | Description | |
---|---|---|
BollingerBands | Overloaded. Within this class we offer procedures which evaluate the upper and lower Bollinger Bands. | |
CFrequencyTableAOL | Overloaded. | |
CFrequencyTableAOR | Overloaded. Calculates the cumulative frequency table from above for a discrete data set in accordance with the open right boundary (ORB) convention. | |
CFrequencyTableBOL | Overloaded. Calculates the cumulative frequency table from below for a discrete data set in accordance with the open left boundary (OLB) convention. | |
CFrequencyTableBOR | Overloaded. Calculates the cumulative frequency table from below for a discrete data set in accordance with the open right boundary (ORB) convention. | |
CorrelationCoefDeterminantion | Overloaded. Calculates the coefficient of determination for the YValues of the series. | |
DataDistribution | Overloaded. Calculates some quality control features like median, mean and percentile and integrate them within an element. | |
DataDistributionChart | Overloaded. Calculates some quality control features like median, mean and percentile and integrate them within an element. | |
EstimateX | Overloaded. Estimates the value of the X variable when the Y variable is known using the regression line of X on Y , which can be evaluated using LeastSquaresEstimateX(String,Series). | |
EstimateY | Overloaded. Estimates the value of the Y variable when the X variable is known using the regression line of Y on X , which can be evaluated using LeastSquaresEstimateY(String,Series). | |
ExponentialDistribution | Overloaded. Calculates the Exponential Probability Density function for a given series. | |
ExponentiallyWeightedMovingAverage | Overloaded. Evaluates the (x -day) Exponentially Weighted Moving Average (EWMA) of a time series provided where x is the length of the time series array which is provided as a parameter, for all periods for which sufficient data is provided. | |
FrequencyTableOL | Overloaded. Calculates the frequency table with respect to the open left boundary convention for YValues of the series. | |
FrequencyTableOR | Overloaded. Calculates the frequency table with respect to the open right boundary convention for a discrete data set. | |
GeometricMean | Overloaded. Calculates the geometric mean of the series's elements YValues. | |
GeometricMovingAverage | Overloaded. Calculates the Geometric Moving Average (GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. | |
IQR | Overloaded. Calculates the Inter-Quartile Range(IQR) of the currently registered data set. | |
Kairi | Overloaded. Calculates the Kairi Indicator measure as a percentage of the element value, the divergence between the a moving average (generally the simple moving average) of the value and the value itself for each period for which there is sufficient historical values. | |
KendallCorrelationCoef | Overloaded. Calculates Kendall's correlation coefficient for the YValues of the series. | |
Kurtosis | Overloaded. Calculates the kurtosis of the currently registered data set. | |
LeastSquaresEstimateX | Overloaded. Constructs the regression line of X on Y using the method of least squares. | |
LeastSquaresEstimateY | Overloaded. Constructs the regression line of Y on X using the method of least squares. | |
LinearlyWeightedMovingAverage | Overloaded. Returns the value of the Linearly Weighted Moving Average (LWMA) for all periods for which sufficient historical data is provided. | |
LognormalDistribution | Overloaded. Calculates the Lognormal Probability Density function for a given series. | |
LowerBollingerBands | Overloaded. Evaluates the position of the Lower Bollinger Band for a given standard deviation level. | |
Mean | Overloaded. Calculates the arithmetic mean of the elements YValues of the series. | |
MeanDeviation | Overloaded. Calculates the mean deviation of the series's element YValues. | |
Median | Overloaded. Calculates the median of the series's elements YValues. | |
MedianMovingAverage | Overloaded. Returns the Median Moving Average of a given period of the data series provided for all possible periods for the data given. | |
NormalDistribution | Overloaded. Calculates the Normal Probability Density function for a given series. | |
ParetoDistribution | Overloaded. Calculates the Pareto Probability Density function for a given series. | |
PearsonCorrelationCoef | Overloaded. Calculates Pearson's correlation coefficient for the YValues of the series. | |
Percentile | Overloaded. Calculates the n-th percentile of the series's elements YValues. | |
Percentile25 | Overloaded. Calculates the first percentile of the series's elements YValues. | |
Percentile50 | Overloaded. Calculates the second percentile of the series's elements YValues. | |
Percentile75 | Overloaded. Calculates the third percentile of the series's elements YValues. | |
Range | Overloaded. Calculates the range of the series's elements YValues. | |
RChart | Overloaded. Create the R Chart chart for a given SeriesCollection object. | |
Residuals | Overloaded. Determines the residual for the current statistical series in accordance with the regression line constructed using LeastSquaresRegressionLineX. | |
ResidualsAverage | Overloaded. Determines the arithmetic average of the residuals for all pairs of points within the current statistical series in accordance with the regression line constructed using LeastSquaresRegressionLineX. | |
RFrequencyTableOL | Overloaded. Calculates the relative frequency table for a discrete data set in accordance with the open left boundary (OLB) convention. | |
RFrequencyTableOR | Overloaded. Calculates the relative frequency table for a discrete data set in accordance with the open right boundary (ORB) convention. | |
RunChart | Overloaded. Create the run chart for a given series. | |
RXBARChart | Overloaded. Create the XBAR Chart based on R Chart results for a given SeriesCollection object. | |
SChart | Overloaded. Create the S Chart chart for a given SeriesCollection object. | |
SimpleMovingAverage | Overloaded. Calculates the arithmetic(or simple) Moving Average (MA) of a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. | |
Skewness | Overloaded. Calculates the skewness of the currently registered data set. | |
SpearmanRankCorrelationTest | Overloaded. Calculates Spearson's Rank correlation coefficient for the current data set. | |
StandardDeviation | Overloaded. Calculates the sample standard variance of the series's elements YValues. | |
SXBARChart | Overloaded. Create the XBAR Chart based on S Chart results for a given SeriesCollection object. | |
TriangularMovingAverage | Overloaded. Evaluates the x -period Triangular Moving Average (TMA) where x corresponds to the length of the time series array given as a parameter, for all periods for which sufficient data is provided. | |
UpperBollingerBands | Overloaded. Evaluates the position of the Upper Bollinger Band for a given standard deviation level. | |
Variance | Overloaded. Calculates the sample variance of the series's elements YValues. | |
WeightedMovingAverage | Overloaded. Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data. | |
ZScore | Overloaded. Evaluates the z-score (often referred to as the standardized value) of an element series's element values. |
See Also