The BoxCox type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| BoxCox | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) | |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
| LogLikelihood | Overloaded. | |
| ToString | (Inherited from Object.) | |
| Transform | Overloaded. |
Fields
| Name | Description | |
|---|---|---|
| LAMBDA_EPSILON |
Default value for lambdaEpsilon. Values for lambda less than lambdaEpsilon
are considered to be zero.
| |
| LAMBDA_INTERVAL |
The default interval to search for a value of lambda maximizing the
log-likelihood functions. The default interval is [-5, 5].
|
Properties
| Name | Description | |
|---|---|---|
| Lambda |
Gets the value of lambda which maximizes the log-likelihood function
for the data and lambda interval.
| |
| LambdaEpsilon |
Lambda values less than LambdaEpsilon were considered equal
to zero.
| |
| LambdaInterval |
The interval that was searched for the lambda value that
maximized the log-likelihood function.
| |
| TransformedData |
The data transformed by the Box Cox transformation
yi(lambda) = (yi^lambda - 1)/lambda
where lambda is the value of lambda the
minimized the log-likelihood function of the sprecified
search interval LambdaInterval.
|