ARMAOutlierIdentification.GetOmegaWeights Method

ARMAOutlierIdentificationGetOmegaWeights Method

Returns the $\omega$ weights for the detected outliers.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[] GetOmegaWeights()

Public Function GetOmegaWeights As Double()

public:
array<double>^ GetOmegaWeights()

member GetOmegaWeights : unit -> float[]

Return Value

Type: Double
A double array containing the computed $\omega$ weights for the detected outliers.

Remarks

If the number of detected outliers equals zero, then an array of length zero is returned. The Compute method must be invoked before using this method. Otherwise, an InvalidOperationException exception is thrown.

Reference

ARMAOutlierIdentification Class

Imsl.Stat Namespace