#region License Information /* HeuristicLab * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System.Linq; namespace HeuristicLab.Problems.DataAnalysis.OnlineCalculators { public class AutoCorrelationCalculator { public static double[] Calculate(double[] values, out OnlineCalculatorError error) { error = OnlineCalculatorError.None; if (values.Any(x => double.IsNaN(x) || double.IsInfinity(x))) { error = OnlineCalculatorError.InvalidValueAdded; return new double[0]; } double[] correlations = new double[values.Length]; alglib.corr.corrr1dcircular(values, values.Length, values, values.Length, ref correlations); return correlations; } } }