ARMAOutlierIdentification.GetTauStatistics Method

ARMAOutlierIdentificationGetTauStatistics Method

Returns the t value for each detected outlier.

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

Syntax

public double[] GetTauStatistics()

Public Function GetTauStatistics As Double()

public:
array<double>^ GetTauStatistics()

member GetTauStatistics : unit -> float[]

Return Value

Type: Double
A double array containing the t statistics for each detected outlier.

Remarks

If the number of detected outliers equals zero, then a vector of length 0 is returned. The Compute method must be invoked before using this method. Otherwise, an InvalidOperationException exception is thrown.

Reference

ARMAOutlierIdentification Class

Imsl.Stat Namespace