Package trade.invision.indicators.indicators.statistical

Class CorrelationCoefficient

java.lang.Object

trade.invision.indicators.indicators.Indicator<Num>

trade.invision.indicators.indicators.statistical.CorrelationCoefficient

public class CorrelationCoefficient
extends Indicator<Num>

CorrelationCoefficient is a Num Indicator to provide the statistical correlation coefficient (CC) of two Indicators over a length of values.

See Also:

• Wikipedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CorrelationCoefficient(Indicator<Num> first, Indicator<Num> second, int length, boolean unbiased)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static CorrelationCoefficient	cc(Indicator<Num> first, Indicator<Num> second, int length, boolean unbiased)
static CorrelationCoefficient	correlationCoefficient(Indicator<Num> first, Indicator<Num> second, int length, boolean unbiased)	Gets a CorrelationCoefficient.

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

CorrelationCoefficient

protected CorrelationCoefficient(Indicator<Num> first,
 Indicator<Num> second,
 int length,
 boolean unbiased)

Method Details

cc

public static CorrelationCoefficient cc(Indicator<Num> first,
 Indicator<Num> second,
 int length,
 boolean unbiased)

See Also:

• correlationCoefficient(Indicator, Indicator, int, boolean)

correlationCoefficient

public static CorrelationCoefficient correlationCoefficient(Indicator<Num> first,
 Indicator<Num> second,
 int length,
 boolean unbiased)

Gets a CorrelationCoefficient.

Parameters:

first - the first Indicator

second - the second Indicator

length - the number of values to look back at

unbiased - true to use n - 1 (unbiased) for the divisor in the variance and covariance calculations, false to use n (biased)

calculate

protected Num calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Num>

Parameters:

index - the index

Returns:

the result (never null)