Collapse C++ Sequence Methods

The following collapse C++ Sequence methods operate on the object's and the input sequences, left and right, to produce the computed scalar result of type double.

The method signatures are of the following form (where op is the indicated operation):

 
    double op(Sequence<T> const& weights) const;
             

The following table lists the available collapse methods:

double wsum(Sequence<T> const& weights) const	The first element of the result sequence is the weighted sum of the two sequences: left and right
double wavg(Sequence<T> const& weights) const	The first element of the result sequence is the weighted average of the two sequences: left and right
double cov(Sequence<T> const& other) const	The first element of the result sequence is the covariance of the two sequences: left and right
double corr(Sequence<T> const& other) const	The first element of the result sequence is the correlation of the two sequences: left and right

Example

Following is an example code snippet demonstrating a collapse function:

         
    {
        mco_trans_h trans;
        mco_cursor_t quote_cursor;
        Quote quote;
        MCO_RET rc;
        ...
        rc = mco_trans_start(db, MCO_READ_ONLY, MCO_TRANS_FOREGROUND, &trans);
        if ( MCO_S_OK == rc )
        {
         
            for (rc = mco_cursor_first(trans, &quote_cursor); 
                rc != MCO_S_CURSOR_END; 
                rc = mco_cursor_next(trans, &quote_cursor)) 
            {
                quote.from.cursor(trans, &quote_cursor);
                 
                // Calculate and display the correlation between low and high
                printf("%s: {%.3f}\n", (char*)symbol, quote.low_iterator().corr(quote.high_iterator()));
            }
            mco_trans_rollback(trans);
        }
    }