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FactorTransformationTransform Method (Matrix, Matrix)
Apply computed transformation to new observations.

Namespace:  FinMath.FactorAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public abstract void Transform(
	Matrix sourceData,
	Matrix transformedData
)

Parameters

sourceData
Type: FinMath.LinearAlgebraMatrix
New observations.
transformedData
Type: FinMath.LinearAlgebraMatrix
Transformed data series.
See Also