![]() | BoxCox Class |
Namespace: CenterSpace.NMath.Core
The BoxCox type exposes the following members.
Name | Description | |
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![]() | BoxCox(DoubleVector) |
Constructs a BoxCox object for the given data, finding a value
of lambda which maximizes the log-likelihood function over the lambda
interval LAMBDA_EPSILON.
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![]() | BoxCox(DoubleVector, Interval) |
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.
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![]() | BoxCox(DoubleVector, Interval, Double) |
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.
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![]() | BoxCox(DoubleVector, Interval, Double, Double) |
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.
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![]() | BoxCox(DoubleVector, Double, Double, Double) |
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.
|
Name | Description | |
---|---|---|
![]() | Lambda |
Gets the value of lambda which maximizes the log-likelihood function
for the data and lambda interval.
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![]() | LambdaEpsilon |
Lambda values less than LambdaEpsilon were considered equal
to zero.
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![]() | LambdaInterval |
The interval that was searched for the lambda value that
maximized the log-likelihood function.
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![]() | TransformedData |
The data transformed by the Box Cox transformation
yi(lambda) = (yi^lambda - 1)/lambda
where lambda is the value of lambda the
minimized the log-likelihood function of the sprecified
search interval LambdaInterval.
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Name | Description | |
---|---|---|
![]() ![]() | LogLikelihood(DoubleVector, Double) |
Calculates the Box Cox log-likelihood function for the given data and
and lambda value.
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![]() ![]() | LogLikelihood(DoubleVector, Double, Double) |
Calculates the Box Cox log-likelihood function for the given data and
and lambda value.
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![]() ![]() | Transform(DoubleVector, Double) |
Performs the Box Cox transformation
transformed data[i] = (data[i]^lambda - 1)/lambda.
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![]() ![]() | Transform(DoubleVector, Double, Double) |
Performs the Box Cox transformation
transformed data[i] = (data[i]^lambda - 1)/lambda.
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Name | Description | |
---|---|---|
![]() ![]() | LAMBDA_EPSILON |
Default value for lambdaEpsilon. Values for lambda less than lambdaEpsilon
are considered to be zero.
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![]() ![]() | LAMBDA_INTERVAL |
The default interval to search for a value of lambda maximizing the
log-likelihood functions. The default interval is [-5, 5].
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