public class CorrelationComputer
extends java.lang.Object
| Modifier and Type | Field and Description |
|---|---|
static int |
ERROR_VALUE
The Constant ERROR_VALUE.
|
static org.slf4j.Logger |
Log
The Constant Log.
|
java.lang.String[] |
periods
The periods.
|
TimePeriod |
range
The range.
|
double[] |
values1
The values1.
|
double[] |
values2
The values2.
|
| Constructor and Description |
|---|
CorrelationComputer() |
| Modifier and Type | Method and Description |
|---|---|
static double |
calculateCorrelation(double[] valuesA,
double[] valuesB)
Calculate correlation.
|
double |
computeCorrelation(int correlationPeriod,
CorrelationType correlationType,
boolean addEmptyPeriods,
SQOrderList orderList1,
SQOrderList orderList2)
Compute correlation.
|
public static final org.slf4j.Logger Log
public static final int ERROR_VALUE
public TimePeriod range
public java.lang.String[] periods
public double[] values1
public double[] values2
public double computeCorrelation(int correlationPeriod,
CorrelationType correlationType,
boolean addEmptyPeriods,
SQOrderList orderList1,
SQOrderList orderList2)
correlationPeriod - the correlation periodcorrelationType - the correlation typeaddEmptyPeriods - the add empty periodsorderList1 - the order list1orderList2 - the order list2public static double calculateCorrelation(double[] valuesA,
double[] valuesB)
valuesA - the values avaluesB - the values b