![]() | MovingWindowFilter Class |
Namespace: CenterSpace.NMath.Core
The MovingWindowFilter type exposes the following members.
Name | Description | |
---|---|---|
![]() | MovingWindowFilter |
Constructs a MovingWindowFilter instance which implements a moving
average. Number of points to the left and right both default to two.
|
![]() | MovingWindowFilter(Int32, Int32, DoubleVector) |
Constructs a MovingWindowFilter instance with the specified parameters.
|
Name | Description | |
---|---|---|
![]() | Coefficients |
Gets the filter coefficients.
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![]() | NumberLeft |
Gets the number of points left for the filter window.
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![]() | NumberOfCoefficients |
Gets the number of filter coefficients. Effectively the filter width.
(Inherited from CorrelationFilter.) |
![]() | NumberRight |
Gets the number of points right for the filter window.
|
![]() | WindowBoundaryOption |
Gets / Sets the current boundary option.
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![]() | WindowWidth |
Gets the width of the moving window.
|
Name | Description | |
---|---|---|
![]() | Correlate |
Does the correlation and takes care of internal correlation and work objects.
(Inherited from CorrelationFilter.) |
![]() ![]() ![]() | ExponentiallyWeightedMovingAverageCoefficients |
Returns a vector of exponentially weighted moving average (EWMA) coefficients of length n.
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![]() | Filter(DoubleVector) |
Filters (Overrides CorrelationFilterFilter(DoubleVector).)data |
![]() | Filter(DoubleVector, DoubleVector) |
Filters (Overrides CorrelationFilterFilter(DoubleVector, DoubleVector).)data |
![]() | Filter(DoubleVector, MovingWindowFilterBoundaryOption) |
Applies the filter to the given data using the given boundary option. The
given boundary option sets the current boundary option.
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![]() | Filter(DoubleVector, MovingWindowFilterBoundaryOption, DoubleVector) |
Applies the filter to the given data using the given boundary option and
places the output in a given vector. The given boundary options sets the
current boundary option.
|
![]() ![]() | MovingAverageCoefficients |
Constructs the coefficient vector that implements a moving average filter when
used with the MovingWindowFilter class.
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![]() ![]() | SavitzkyGolayCoefficients |
Constructs the coefficient vector that implements a Savitzky-Golay smoothing filter
when used with the MovingWindowFilter class. The algorithm is also known by
the terms, least-squares, or DIgital Smoothing POlynomial (DISPO).
The filter coefficients, c(n) are chosen so as to approximate the
underlying function in the window [i - nL, i + nR] with a polynomial, typically
quadratic or quartic, and replace the point f(i) with
the value of the approximating polynomial at i. The polynomial is fit using
a least squares algorithm.
|
![]() | SetFilterParameters |
Sets the parameters for this filter.
|
Name | Description | |
---|---|---|
![]() | coefficients_ |
Filtering coefficients for correlation operation.
(Inherited from CorrelationFilter.) |
![]() | numberLeft_ |
The number of points to the left.
|
![]() | numberRight_ |
The number of points to the right.
|
![]() | work_ |
Provides a working vector for correlation results.
(Inherited from CorrelationFilter.) |
SavitzkyGolayFilter