JohnsonDistributionTransform Method

Transforms the given data using this Johnson Distribution.

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

Syntax

public DoubleVector Transform(
	DoubleVector data
)

Public Function Transform ( 
	data As DoubleVector
) As DoubleVector

public:
DoubleVector^ Transform(
	DoubleVector^ data
)

member Transform : 
        data : DoubleVector -> DoubleVector

DoubleVector
A new vector containing the transformed data.

Remarks

The Johnson system is:

z = gamma + delta * log(f(u)), where u = (x - xi) / lambda

where the transformation f() has four possible forms based on the distribution type:

Normal (SN): f(u) = exp(u)
Log Normal (SL): f(u) = u
Unbounded (SU):    f(u) = u + sqrt(1+u^2)
Bounded (SB):    f(u) = u/(1-u)