ドキュメントセクション
MQL5 リファレンス行列とベクトルのメソッドOpenBLASL1 Trend FilterL1TrendFilterLambdaMax 

L1TrendFilterLambdaMax

Method for calculating the maximum value of the regularization parameter λmax for a data vector.

Calculations for vector<double> type

bool vector::L1TrendFilterLambdaMax(
  double   lambda             // maximum value of the regularization parameter lambda^
  );

Calculations for vector<float> type

bool vectorf::L1TrendFilterLambdaMax(
  float   lambda             // maximum value of the regularization parameter lambda^
  );

Parameters

lambda

[out]  The maximum value of the regularization parameter λmax, or -1 in case of an error.

Return Value

Returns true on success, otherwise false if error occurs.

Note

Memory consumption grows linearly with the size of the vector. The vector must contain at least 3 elements. The computed λmax can be used to select an appropriate λ parameter in the L1TrendFilter method L1TrendFilter method.