#include <kl_time_series.h>

Inheritance diagram for klTimeSeries< TYPE >:

Collaboration diagram for klTimeSeries< TYPE >:

Public Types
enum	klTimeSeriesInterpolation { PREVIOUS, LINEAR, NEXT }

Public Member Functions
	klTimeSeries ()

	klTimeSeries (klVector< TYPE > a)

	klTimeSeries (unsigned int size)

	klTimeSeries (klTimeSeries< TYPE > &src)

	~klTimeSeries ()

virtual void	calcDescriptiveStats ()

TYPE	mean ()

TYPE	variance ()

TYPE	skewness ()

TYPE	kurtosis ()

virtual klVector< TYPE > &	EMA (unsigned int k, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS, bool doiema=false, klVector< TYPE > iema=0)

klVector< TYPE >	IEMA (unsigned int k, unsigned int n, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS)

klVector< TYPE >	DIFF (unsigned int k, TYPE gamma, TYPE beta, TYPE alpha, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS)

klVector< TYPE >	LPNORM (unsigned int k, unsigned int n, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS)

klVector< TYPE >	MA (unsigned int k, unsigned int n, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS)

TYPE	advanceEMA (TYPE alpha, TYPE mu, TYPE upsilon, TYPE tau, TYPE ema_i_minus_1, TYPE z_i_minus_one, TYPE z_i)

TYPE	advanceEMA (unsigned int k, TYPE tau, TYPE ema_k_minus_1, klTimeSeriesInterpolation interp=PREVIOUS)

pair< TYPE, TYPE >	advanceIEMA (unsigned int k, unsigned int n, TYPE tau, TYPE iema_k_minus_1, klTimeSeriesInterpolation interp=PREVIOUS)

TYPE	advanceMA (unsigned int k, unsigned int n, TYPE tau, klTimeSeriesInterpolation interp=PREVIOUS)

Public Member Functions inherited from klVector< TYPE >
	klVector (klMemMgr *mgr, __int64 size, bool own=false)

	klVector (TYPE *mem, __int64 size, bool own=false)

	klVector (__int64 size)

	klVector (double xStart, double dx, double xEnd)

	klVector ()

	klVector (const klVector< TYPE > &src)

	klVector (klVector< TYPE > &&src)

klVector< TYPE >	pow_gen (klVector< TYPE > b)

klVector< TYPE >	pow_alpha (double alpha)

klVector< TYPE >	histogram (__int64 histogramBins, double a, double b)

klVector< TYPE >	sort (bool ascending=true)

void	setOwn (bool set)

void	setup (__int64 size, klMemMgr mgr=0, TYPE mem=0)

__int64	getRowSize () const

__int64	getColumns () const

__int64	getRows () const

TYPE *	getMemory () const

klMemMgr *	getMemMgr () const

	~klVector ()

TYPE	dot (klVector< TYPE > &rhs) const

TYPE	dotBLAS (klVector< TYPE > &rhs) const

TYPE &	operator[] (__int64 subscript) const

klVector< TYPE > &	operator= (const klVector< TYPE > &src)

klVector< TYPE >	diff (__int64 delta)

klVector< TYPE >	absv ()

TYPE	sum ()

size_t	precision () const

void	setupDomain (double a, double b)

void	setupRange ()

void	operator= (const TYPE c)

klVector< bool >	operator== (const TYPE c) const

klVector< bool >	operator!= (const TYPE c) const

klVector< bool >	operator< (const TYPE c) const

klVector< bool >	operator<= (const TYPE c) const

klVector< bool >	operator> (const TYPE c) const

klVector< bool >	operator>= (const TYPE c) const

bool	operator== (const klVector< TYPE > &v) const

bool	isPositive ()

template<>
float	dotBLAS (klVector< float > &rhs) const

template<>
klVector< float >	pow_gen (klVector< float > b)

template<>
klVector< float >	pow_alpha (double alpha)

Public Member Functions inherited from klRefCount< klMutex >
	klRefCount (void)

	klRefCount (const klRefCount &obj)

	~klRefCount (void)

void	addRef (void)

bool	deleteRef (void)

klRefCount &	operator= (const klRefCount &obj)

long	useCount () const

Protected Attributes
TYPE	_mean

TYPE	_variance

TYPE	_skewness

TYPE	_kurtosis

klVector< TYPE >	_ema

klVector< TYPE > *	_viema

size_t	_viemaSize

klVector< TYPE >	_ma

klVector< TYPE >	_diff

bool	_statsCalculated

Additional Inherited Members
Data Fields inherited from klVector< TYPE >
double	x0

double	x1

double	y0

double	y1

string	desc

Member Enumeration Documentation

template<class TYPE>

enum klTimeSeries::klTimeSeriesInterpolation

Enumerator
PREVIOUS
LINEAR
NEXT

Constructor & Destructor Documentation

template<class TYPE>

klTimeSeries< TYPE >::klTimeSeries ( )

inline

template<class TYPE>

klTimeSeries< TYPE >::klTimeSeries ( klVector< TYPE > a )

inline

template<class TYPE>

klTimeSeries< TYPE >::klTimeSeries ( unsigned int size )

inline

template<class TYPE>

klTimeSeries< TYPE >::klTimeSeries ( klTimeSeries< TYPE > & src )

inline

template<class TYPE>

klTimeSeries< TYPE >::~klTimeSeries ( )

inline

Member Function Documentation

template<class TYPE>

TYPE klTimeSeries< TYPE >::advanceEMA	(	TYPE	alpha,
		TYPE	mu,
		TYPE	upsilon,
		TYPE	tau,
		TYPE	ema_i_minus_1,
		TYPE	z_i_minus_one,
		TYPE	z_i
	)

inline

template<class TYPE>

TYPE klTimeSeries< TYPE >::advanceEMA	(	unsigned int	k,
		TYPE	tau,
		TYPE	ema_k_minus_1,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

template<class TYPE>

pair<TYPE,TYPE> klTimeSeries< TYPE >::advanceIEMA	(	unsigned int	k,
		unsigned int	n,
		TYPE	tau,
		TYPE	iema_k_minus_1,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

template<class TYPE>

TYPE klTimeSeries< TYPE >::advanceMA	(	unsigned int	k,
		unsigned int	n,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

template<class TYPE>

virtual void klTimeSeries< TYPE >::calcDescriptiveStats ( )

inlinevirtual

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template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::DIFF	(	unsigned int	k,
		TYPE	gamma,
		TYPE	beta,
		TYPE	alpha,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

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template<class TYPE>

virtual klVector<TYPE>& klTimeSeries< TYPE >::EMA	(	unsigned int	k,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`,
		bool	doiema = `false`,
		klVector< TYPE >	iema = `0`
	)

inlinevirtual

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template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::IEMA	(	unsigned int	k,
		unsigned int	n,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

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template<class TYPE>

TYPE klTimeSeries< TYPE >::kurtosis ( )

inline

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template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::LPNORM	(	unsigned int	k,
		unsigned int	n,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

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template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::MA	(	unsigned int	k,
		unsigned int	n,
		TYPE	tau,
		klTimeSeriesInterpolation	interp = `PREVIOUS`
	)

inline

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template<class TYPE>

TYPE klTimeSeries< TYPE >::mean ( )

inline

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template<class TYPE>

TYPE klTimeSeries< TYPE >::skewness ( )

inline

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template<class TYPE>

TYPE klTimeSeries< TYPE >::variance ( )

inline

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Field Documentation

template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::_diff

protected

template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::_ema

protected

template<class TYPE>

TYPE klTimeSeries< TYPE >::_kurtosis

protected

template<class TYPE>

klVector<TYPE> klTimeSeries< TYPE >::_ma

protected

template<class TYPE>

TYPE klTimeSeries< TYPE >::_mean

protected

template<class TYPE>

TYPE klTimeSeries< TYPE >::_skewness

protected

template<class TYPE>

bool klTimeSeries< TYPE >::_statsCalculated

protected

template<class TYPE>

TYPE klTimeSeries< TYPE >::_variance

protected

template<class TYPE>

klVector<TYPE>* klTimeSeries< TYPE >::_viema

protected

template<class TYPE>

size_t klTimeSeries< TYPE >::_viemaSize

protected

The documentation for this class was generated from the following file:

kl_time_series.h

Public Types

Public Member Functions

Protected Attributes

Additional Inherited Members

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Field Documentation