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

Syntax

C++

Copy

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

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

Reference

BoxCox Class

BoxCox Overload

CenterSpace.NMath.Core Namespace