DotNetDupe
5.0.4
C++17/20 Implementation of the .NET Base Class Library (BCL)
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Statistics.h
Go to the documentation of this file.
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#pragma once
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#include "
Common.h
"
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#include "
System/Collections/Generic/List.h
"
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namespace
DotNetDupe
{
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namespace
System
{
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namespace
Numerics
{
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class
Statistics
{
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public
:
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DOTNETDUPE_API
static
double
Mean
(
const
Collections::Generic::List<double>
& listValues);
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DOTNETDUPE_API
static
double
Variance
(
const
Collections::Generic::List<double>
& listValues,
bool
bIsSample =
false
);
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DOTNETDUPE_API
static
double
StandardDeviation
(
const
Collections::Generic::List<double>
& listValues,
bool
bIsSample =
false
);
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DOTNETDUPE_API
static
double
StdDev
(
const
Collections::Generic::List<double>
& listValues,
bool
bIsSample =
false
);
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DOTNETDUPE_API
static
double
MovingAverage
(
const
Collections::Generic::List<double>
& listValues,
int
iPeriod);
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DOTNETDUPE_API
static
Collections::Generic::List<double>
MovingAverageSeries
(
const
Collections::Generic::List<double>
& listValues,
int
iPeriod);
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DOTNETDUPE_API
static
double
ExponentialMovingAverage
(
const
Collections::Generic::List<double>
& listValues,
int
iPeriod,
double
dSmoothing = 2.0);
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DOTNETDUPE_API
static
Collections::Generic::List<double>
ExponentialMovingAverageSeries
(
const
Collections::Generic::List<double>
& listValues,
int
iPeriod,
double
dSmoothing = 2.0);
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};
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}
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}
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}
Common.h
Defines common cross-platform macros, export decorators, and fundamental types.
DOTNETDUPE_API
#define DOTNETDUPE_API
Platform-specific linkage decoration for exporting or importing library symbols.
Definition
Common.h:20
List.h
Represents a strongly typed list of objects that can be accessed by index mirroring ....
DotNetDupe::System::Collections::Generic::List
Represents a strongly typed list of objects accessible by index.
Definition
List.h:31
DotNetDupe::System::Numerics::Statistics
Provides static methods for mean, variance, standard deviation, and moving averages.
Definition
Statistics.h:20
DotNetDupe::System::Numerics::Statistics::StandardDeviation
static double StandardDeviation(const Collections::Generic::List< double > &listValues, bool bIsSample=false)
Computes the standard deviation of a sequence of double values.
Definition
Statistics.cpp:19
DotNetDupe::System::Numerics::Statistics::MovingAverageSeries
static Collections::Generic::List< double > MovingAverageSeries(const Collections::Generic::List< double > &listValues, int iPeriod)
Computes the rolling simple moving average (SMA) series across all values.
Definition
Statistics.cpp:34
DotNetDupe::System::Numerics::Statistics::MovingAverage
static double MovingAverage(const Collections::Generic::List< double > &listValues, int iPeriod)
Computes the simple moving average (SMA) over the final window of length iPeriod.
Definition
Statistics.cpp:29
DotNetDupe::System::Numerics::Statistics::Variance
static double Variance(const Collections::Generic::List< double > &listValues, bool bIsSample=false)
Computes the variance of a sequence of double values.
Definition
Statistics.cpp:14
DotNetDupe::System::Numerics::Statistics::ExponentialMovingAverageSeries
static Collections::Generic::List< double > ExponentialMovingAverageSeries(const Collections::Generic::List< double > &listValues, int iPeriod, double dSmoothing=2.0)
Computes the rolling exponential moving average (EMA) series across the sequence.
Definition
Statistics.cpp:46
DotNetDupe::System::Numerics::Statistics::StdDev
static double StdDev(const Collections::Generic::List< double > &listValues, bool bIsSample=false)
Computes the standard deviation of a sequence of double values (abbreviated alias).
Definition
Statistics.cpp:24
DotNetDupe::System::Numerics::Statistics::ExponentialMovingAverage
static double ExponentialMovingAverage(const Collections::Generic::List< double > &listValues, int iPeriod, double dSmoothing=2.0)
Computes the exponential moving average (EMA) value for the sequence.
Definition
Statistics.cpp:40
DotNetDupe::System::Numerics::Statistics::Mean
static double Mean(const Collections::Generic::List< double > &listValues)
Computes the arithmetic mean of a sequence of double values.
Definition
Statistics.cpp:9
DotNetDupe::System::Numerics
Definition
Statistics.h:13
DotNetDupe::System
Definition
Action.h:11
DotNetDupe
Definition
IServiceCollection.h:7
Include
System
Numerics
Statistics.h
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