public class CorrelationComputer
extends java.lang.Object
Modifier and Type | Field and Description |
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static int |
ERROR_VALUE
The Constant ERROR_VALUE.
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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 |
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CorrelationComputer() |
Modifier and Type | Method and Description |
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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