| BoxCox(DoubleVector, Interval, Double, Double) Constructor |
Constructs 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 lambdaInterval.Min + k*stepSize,
k = 0, 1, 2,... and selecting the one which yields the maximum value
for the log-likelihood function.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public BoxCox(
DoubleVector data,
Interval lambdaInterval,
double stepSize,
double epsilon
)
Public Sub New (
data As DoubleVector,
lambdaInterval As Interval,
stepSize As Double,
epsilon As Double
)
public:
BoxCox(
DoubleVector^ data,
Interval^ lambdaInterval,
double stepSize,
double epsilon
)
new :
data : DoubleVector *
lambdaInterval : Interval *
stepSize : float *
epsilon : float -> BoxCox
Parameters
- data DoubleVector
- The data. Must contain all positive values.
- lambdaInterval Interval
- The interval to search for the optimal
lambda values.
- stepSize Double
- Lambda values searched are of the form
lambdaInterval.Min + k*setpSize.
- epsilon Double
- Lambda values less than epsilon will
be considered to be zero.
Exceptions See Also