NDK_AVERAGE

Name: NumXL SDK
Rating: 4.9 (12 reviews)

C/C++
.Net

int __stdcall NDK_AVERAGE	(	double *	X,
		size_t	N,
		WORD	reserved,
		double *	retVal
	)

Calculates the sample average.

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	Operation unsuccessful. See Macros for full list.

Parameters

[in]	X	is the input data sample (a one dimensional array).
[in]	N	is the number of observations in X.
[in]	reserved	This parameter is reserved and must be 1.
[out]	retVal	is the calculated average value.

Remarks

The input data sample may include missing values (NaN), but they will not be included in the calculation.
The average is defined as follow:

\[\bar{x}=\frac{\sum_{i=1}^N{x_i}}{N}\]

Requirements

Header	SFSDK.H
Library	SFSDK.LIB
DLL	SFSDK.DLL

Examples

#include "SFMacros.h"
#include "SFSDK.h"
    
double data[10]={12.0, 13.0, 15.0, 11.5, 12.5, 17.0, 16.0, 18.9, 9.0, 15.0};

double retVal = -1.0
nRet = NDK_AVERAGE(data,10, 1, &retVal );
if( nRet &lth; NDK_SUCCESS){
  // Error occured
  // Call NDK_MSG() to get the error message, and write it to the log
  
}

Namespace:	NumXLAPI
Class:	SFSDK
Scope:	Public
Lifetime:	Static

int NDK_AVERAGE	(	double	pData,
		UIntPtr	nSize,
		short	argMenthod,
		ref double	retVal
	)

Calculates the sample average.

Return Value

a value from NDK_RETCODE enumeration for the status of the call.

NDK_SUCCESS	operation successful
Error	Error Code

Parameters

[in]	pData	is the input data sample (a one dimensional array).
[in]	nSize	is the number of observations in pData.
[in]	argMenthod	This parameter is reserved and must be 1.
[out]	retVal	is the calculated average value.

Remarks

The input data sample may include missing values (NaN), but they will not be included in the calculation.
The average is defined as follow:

\[\bar{x}=\frac{\sum_{i=1}^N{x_i}}{N}\]

Requirements

Header	SFSDK.H
Library	SFSDK.LIB
DLL	SFSDK.DLL

Examples

#include "SFMacros.h"
#include "SFSDK.h"
    
double data[10]={12.0, 13.0, 15.0, 11.5, 12.5, 17.0, 16.0, 18.9, 9.0, 15.0};

double retVal = -1.0
nRet = NDK_AVERAGE(data,10, 1, &retVal );
if( nRet &lth; NDK_SUCCESS){
  // Error occured
  // Call NDK_MSG() to get the error message, and write it to the log
  
}

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

NDK_AVERAGE

See Also