source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/AutoCorrelationCalculator.cs @ 12817

Last change on this file since 12817 was 12817, checked in by gkronber, 7 years ago

#2435 reverse merge of all trunk changes for updating to alglib version 3.9.0 (r12790:12792, r12798, r12801)

File size: 1.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Linq;
23
24namespace HeuristicLab.Problems.DataAnalysis.OnlineCalculators {
25  public class AutoCorrelationCalculator {
26    public static double[] Calculate(double[] values, out OnlineCalculatorError error) {
27      error = OnlineCalculatorError.None;
28      if (values.Any(x => double.IsNaN(x) || double.IsInfinity(x))) {
29        error = OnlineCalculatorError.InvalidValueAdded;
30        return new double[0];
31      }
32
33      double[] correlations = new double[values.Length];
34      alglib.corr.corrr1dcircular(values, values.Length, values, values.Length, ref correlations);
35      return correlations;
36    }
37  }
38}
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