Transforms the given data using this Johnson Distribution.

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

Syntax

C#
public DoubleVector Transform(
	DoubleVector data
)
Visual Basic (Declaration)
Public Function Transform ( _
	data As DoubleVector _
) As DoubleVector
Visual C++
public:
DoubleVector^ Transform(
	DoubleVector^ data
)

Parameters

data
Type: CenterSpace.NMath.Core..::.DoubleVector
A vector of data.

Return Value

A new vector containing the transformed data.

Remarks

The Johnson system is:
CopyC#
z = gamma + delta * log(f(u)), where u = (x - xi) / lambda
where the transformation f() has four possible forms based on the distribution type:
CopyC#
Normal (SN): f(u) = exp(u)
Log Normal (SL): f(u) = u
Unbounded (SU):    f(u) = u + sqrt(1+u^2)
Bounded (SB):    f(u) = u/(1-u)

See Also