| 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.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public BoxCox(
DoubleVector data,
double minLambda,
double maxLambda,
double stepSize
)
Public Sub New (
data As DoubleVector,
minLambda As Double,
maxLambda As Double,
stepSize As Double
)
public:
BoxCox(
DoubleVector^ data,
double minLambda,
double maxLambda,
double stepSize
)
new :
data : DoubleVector *
minLambda : float *
maxLambda : float *
stepSize : float -> BoxCox
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 See Also