| 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
