**4.3****
****Box-Cox Power Transformations** (.NET, C#, CSharp, VB, Visual Basic, F#)

Box-Cox power transformations compute a rank-preserving transformation of data to stabilize variance and make the data more normal. The power transformation is defined as a continuously varying function, with respect to the power parameter ,

In **NMath Stats**,
class **BoxCox** compute the Box-Cox
power tranformations for a set of data points and parameter value . In addition,
methods are provided for computing the corresponding log-likelihood function
and the value of which maximizes it.

For example:

Code Example – C# Box-Cox transformations

var data = new DoubleVector( "[.15 .09 .18 .10 .05 .12 .08 .05 .08 .10 .07 .02 .01 .10 .10 .10 .02 .10 .01 .40 .10 .05 .03 .05 .15 .10 .15 .09 .08 .18 .10 .20 .11 .30 .02 .20 .20 .30 .30 .40 .30 .05]" ); var interval = new Interval( -5, 5, Interval.Type.Closed ); var bc = new BoxCox( data, interval ); Console.WriteLine( bc.Lambda ); Console.WriteLine( bc.TransformedData );

**BoxCox** searches
from -5 to 5
until the best value of is found (the
value which maximizes the log-likelihood function).