LinearRegression
StockSharp.Algo.Indicators
线性回归的完整类,同时计算出LinearReg,LinearRegSlope,RSquared和StandardError.
继承自: BaseComplexIndicator<ILinearRegressionValue>
构造函数
LinearRegression
public LinearRegression()
linearRegression = LinearRegression()
初始化了 & ##LinearRegression+#的新实例.
LinearRegression
public LinearRegression(LinearReg linearReg, LinearRegRSquared rSquared, LinearRegSlope regSlope, StandardError standardError)
linearRegression = LinearRegression(linearReg, rSquared, regSlope, standardError)
初始化了 & ##LinearRegression+#的新实例.
- linearReg
- 线性回归。
- rSquared
- 后退回向R平地相克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克
- regSlope
- 与独立变量的协同,平直线的斜率.
- standardError
- 标准错误 。
属性
Length
public int Length { get; set; }
value = linearRegression.Length
linearRegression.Length = value
期间长度。
LinearRegSlope
public LinearRegSlope LinearRegSlope { get; }
value = linearRegression.LinearRegSlope
与独立变量的协同,平直线的斜率.
RSquared
public LinearRegRSquared RSquared { get; }
value = linearRegression.RSquared
后退回向R平地相克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克克
StandardError
public StandardError StandardError { get; }
value = linearRegression.StandardError
标准错误 。
方法
CreateValue
protected override ILinearRegressionValue CreateValue(DateTime time)
result = linearRegression.CreateValue(time)
创建 .
- time
- 时间
LoadAsync
public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = linearRegression.LoadAsync(storage, cancellationToken)
Load settings.
- storage
- Settings storage.
- cancellationToken
- CancellationToken
返回值: Task
SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = linearRegression.SaveAsync(storage, cancellationToken)
Save settings.
- storage
- Settings storage.
- cancellationToken
- CancellationToken
返回值: Task