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boxcox-tranfsform to make data more normal distribution like

Jun 28, 2015 at 2:04 PM
Edited Jun 28, 2015 at 2:07 PM
Hello,

i am working on a statistical project using math.net.numerics. i would like to implement the boxcox-transform (also called power-tranform) to transform data of a specified distribution (e.g exponential) to a more normal-like distribution.

To find the best transformation paramter "lambda", i would maximize the log-likelihood function.

To see if its realy normal distributed data after the transform, i would calculate the confidence interval (e.g 95%) and if all the transformed data lies between the interval boundary, it is normal distributed data (at the moment i am using a normplot).

Is someone working on such a problem?

I have been using math.net for a while now and thougt maybe it is a functionality that would fit into the project.

it is my first time i want to support a open source project, so i hope this is the right place and way to start.
Coordinator
Jun 29, 2015 at 6:20 AM
Hi,

This would certainly be a welcome addition, and part of one of the focus areas we'd like to become stronger in. I'm not aware of anyone specifically working on this though, but I can help.

Thanks,
Christoph

PS: I'm about to finally replace this codeplex discussion site with http://discuss.mathdotnet.com/c/numerics - maybe we could move this discussion over there?