How to apply matrix operations on selected parts of tables?

Table-valued functions in finaquant .net libraries

How to apply matrix operations on selected parts of tables?

Postby crishna » 06 Aug 2014, 10:30

Hi, is it possible to apply matrix operations on certain parts of data tables using table functions?

We have some complex matrix functions, already implemented in C# and tested, for financial forecasts and estimations. These matrix functions must be applied on selected parts of huge data tables. For example, separate forecasts for product A, product B, and so on, with data of all products in a single table. The question is, can we use finaquant's table functions to feed these subtables into our matrix functions? Is there an example for this complicated task?

Thanks, Chrishna
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Joined: 02 Dec 2013, 21:40

Re: How to apply matrix operations on selected parts of tabl

Postby tunc » 13 Aug 2014, 20:31

Hello Chrishna,

you can use high-level table functions subtable transformer (see 3. example for matrices) and function router (see 4. example for matrices) for this purpose.

A Subtable Transformer applies the same table (or matrix) function on every subtable of an input table.

A Function Router applies selected table (or matrix) functions on selected subtables of an input table.

You may also find examples (demo functions) in the Visual Studio projects for Getting Started (see Finaquant Protos and Calcs for downloads).

Related table functions (methods of class MatrixTable):
Code: [Select all] [Expand/Collapse] [Download] (Untitled.txt)
  1. MatrixTable.TransformSubMatrices()
  2. MatrixTable.MatrixFunctionRouterA()
  3. MatrixTable MatrixFunctionRouterB()
  4. MatrixTable MatrixFunctionRouterC()
GeSHi ©

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