BoxCoxLogLikelihood(DoubleVector, Double, Double) Method

Calculates the Box Cox log-likelihood function for the given data and and lambda value.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public static double LogLikelihood(
	DoubleVector data,
	double lambda,
	double lambdaEpsilon
)

Public Shared Function LogLikelihood ( 
	data As DoubleVector,
	lambda As Double,
	lambdaEpsilon As Double
) As Double

public:
static double LogLikelihood(
	DoubleVector^ data, 
	double lambda, 
	double lambdaEpsilon
)

static member LogLikelihood : 
        data : DoubleVector * 
        lambda : float * 
        lambdaEpsilon : float -> float

data DoubleVector: The data. Must contain positive values.
lambda Double: Lambda value.
lambdaEpsilon Double: Values less than lambdaEpsilon are considered equal to zero.

Double
The log-likelihood function value for the given data and lambda value.

Exceptions

Exception	Condition
InvalidArgumentException	Thrown if not all data values are positive.