SeriesSeriesPopulationStatistics Method

Computes estimates for the moments of the population from which the time series is drawn.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333

C#

public static TimeSeriesPopulationStatistics SeriesPopulationStatistics(
	this IReadOnlyList<double> series
)

VB

<ExtensionAttribute>
Public Shared Function SeriesPopulationStatistics ( 
	series As IReadOnlyList(Of Double)
) As TimeSeriesPopulationStatistics

C++

public:
[ExtensionAttribute]
static TimeSeriesPopulationStatistics^ SeriesPopulationStatistics(
	IReadOnlyList<double>^ series
)

F#

[<ExtensionAttribute>]
static member SeriesPopulationStatistics : 
        series : IReadOnlyList<float> -> TimeSeriesPopulationStatistics

Parameters

series IReadOnlyListDouble: The data series.

Return Value

TimeSeriesPopulationStatistics
A collection of population statistics.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Remarks

Just as is the case for the variance of a sample (Variance(IReadOnlyCollectionDouble)), the sample auto-covariances of a time series are not unbiased estimates of the auto-covariances of the population from which the series is drawn. Additional computations must be performed to calculate unbiased estimates and error estimates for the time series mean and auto-covariances.

Unlike the case of a sample of uncorrelated values, these computations are complicated and the same computation is relevant for all moments. Therefore, the computation is performed once by this method, which returns a object from which all population statistics can be quickly queried.