IMSL C# Numerical Library

MultiCrossCorrelation Members

MultiCrossCorrelation overview

Public Instance Constructors

MultiCrossCorrelation Constructor Constructor to compute the multichannel cross-correlation function of two mutually stationary mulitchannel time series.

Public Instance Methods

Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetCrossCorrelation Returns the cross-correlations between the channels of x and y.
GetCrossCovariance Returns the cross-covariances between the channels of x and y.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetMeanX Returns an estimate of the mean of each channel of x.
GetMeanY Returns an estimate of the mean of each channel of y.
GetType (inherited from Object) Gets the Type of the current instance.
GetVarianceX Returns the variances of the channels of x.
GetVarianceY Returns the variances of the channels of y.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

MultiCrossCorrelation Class | Imsl.Stat Namespace | Example