NDK_EDF

int __stdcall NDK_EDF ( double *  pData,
size_t  nSize,
double  targetVal,
WORD  retType,
double *  retVal 
)

Calculates the empirical distribution function (or empirical cdf) of the sample data.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in] pData is the input data series (one/two dimensional array).
[in] nSize  is the number of elements in pData.
[in] targetVal  is the target value to compute the underlying cdf for.
[in] retType  is a switch to select the return output (1=CDF (default), 2=Inverse CDF).
[out] retVal  is the computed value.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples


   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_EDF ( double[]  pData,
UIntPtr  nSize,
double  targetVal,
short  retType,
ref double  retVal 
)

Calculates the empirical distribution function (or empirical cdf) of the sample data.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in] pData is the input data series (one/two dimensional array).
[in] nSize  is the number of elements in pData.
[in] targetVal  is the target value to compute the underlying cdf for.
[in] retType  is a switch to select the return output (1=CDF (default), 2=Inverse CDF).
[out] retVal  is the computed value.
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples

	
References
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848