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BoxCox(DoubleVector, Double, 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 minLambda + 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
public BoxCox(
	DoubleVector data,
	double minLambda,
	double maxLambda,
	double stepSize
)

Parameters

data  DoubleVector
The data. Must contain all positive values.
minLambda  Double
The left endpoint of the search interval for lambda.
maxLambda  Double
The right endpoint of the search interval for lambda.
stepSize  Double
Lambda values searched are of the form lambdaInterval.Min + k*setpSize.
Exceptions
ExceptionCondition
InvalidArgumentExceptionThrown if not all data values are positive.
See Also