Constructus a BoxCox object for the given data. A value for lambda which maximizes the log-likelihood function for the given interval for lambda is computed. This maximum value is found by manually searching the lambda values minLambda + k*stepSize, k = 0, 1, 2,... and selecting the one which yields the maximum value for the log-likelihood function.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public BoxCox(
	DoubleVector data,
	double minLambda,
	double maxLambda,
	double stepSize
)
Visual Basic (Declaration)
Public Sub New ( _
	data As DoubleVector, _
	minLambda As Double, _
	maxLambda As Double, _
	stepSize As Double _
)
Visual C++
public:
BoxCox(
	DoubleVector^ data, 
	double minLambda, 
	double maxLambda, 
	double stepSize
)

Parameters

data
Type: CenterSpace.NMath.Core..::.DoubleVector
The data. Must contain all positive values.
minLambda
Type: System..::.Double
The left endpoint of the search interval for lambda.
maxLambda
Type: System..::.Double
The right endpoint of the search interval for lambda.
stepSize
Type: System..::.Double
Lambda values searched are of the form lambdaInterval.Min + k*setpSize.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.InvalidArgumentExceptionThrown if not all data values are positive.

See Also