NDK_INTERP_NAN

C/C++
.Net

int __stdcall NDK_INTERP_NAN	(	double *	X,
		size_t	N,
		WORD	nMethod,
		double	plug
	)

Returns an array of a time series after substituting all missing values with the mean/median.

Returns: status code of the operation

Return values

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

See Also: NDK_INTERPOLATE()

Parameters

[in,out] X is the univariate time series data (a one dimensional array).

[in] N is the number of observations in X.

[in]

nMethod

is an identifier for the method used to generate values for any missing data:

Method	Value
Mean (default)	1
Median	2
Constant	3
Forward	4
Backward	5
Linear	6
Cubic spline	7
Weighted moving average	8
Exponential smoothing	9
Brownian bridge	10

[in] plug is the data argument related to the selected treatment method (if applicable). For instance, if the method is constant, then the value would be the actual value.

Remarks

The time series is homogeneous or equally spaced.
The function operates only on intermediate missing values. Missing values on both sides are left unchanged.
The function maintains the original time-order of the data set.

Requirements

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

Examples

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

int NDK_INTERP_NAN	(	double[]	pData,
		UIntPtr	nSize,
		short	nMethod,
		double	plug
	)

Returns an array of a time series after substituting all missing values with the mean/median.

Returns: status code of the operation

Return values

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

See Also: NDK_INTERPOLATE()

Parameters

[in,out] pData is the univariate time series data (a one dimensional array).

[in] nSize is the number of observations in pData.