Moving |
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 | |
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Coefficients | Gets the filter coefficients. | |
NumberLeft | Gets the number of points left for the filter window. | |
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. | |
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. | |
Filter(DoubleVector) |
Filters C# data (Overrides CorrelationFilterFilter(DoubleVector)) | |
Filter(DoubleVector, DoubleVector) |
Filters C# data (Overrides CorrelationFilterFilter(DoubleVector, DoubleVector)) | |
Filter(DoubleVector, MovingWindowFilterBoundaryOption) | Applies the filter to the given data using the given boundary option. The given boundary option sets the current boundary option. | |
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. | |
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