Click or drag to resize

FactorTransformationInverseTransform Method (Vector)

Apply computed inverse transformation to transformed component sample.

Namespace:  FinMath.FactorAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public Vector InverseTransform(
	Vector transformedData
)

Parameters

transformedData
Type: FinMath.LinearAlgebraVector
Transformed component sample.

Return Value

Type: Vector
Restored original data series.
See Also