- UID
- 2
- 积分
- 2892887
- 威望
- 1396475 布
- 龙e币
- 1496412 刀
- 在线时间
- 13326 小时
- 注册时间
- 2009-12-3
- 最后登录
- 2024-12-26
|
【Covariance_a】
- Inputs: IndArray[Xsize](NumericArrayRef), DepArray[Ysize](NumericArrayRef), ArraySize(Numeric);
- Variables: var0(0), var1(0), var2(0);
-
- condition1 = MinList(Xsize, Ysize, ArraySize) > 0 ;
- If condition1 Then Begin
- var0 = Average_a(IndArray, ArraySize);
- var1 = Average_a(DepArray, ArraySize);
- var2 = 0;
-
- For value1 = 1 To ArraySize Begin
- var2 = var2 + (IndArray[value1] - var0) * (DepArray[value1] - var1);
- End;
- Covariance_a = var2 / ArraySize;
- End
- Else
- Covariance_a = -1;
复制代码 |
论坛官方微信、群(期货热点、量化探讨、开户与绑定实盘)
|