FactorTransformationTransform Method (Matrix)

Apply computed transformation to new observations.

Namespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public Matrix Transform(
	Matrix sourceData
)

Type: Matrix
Transformed data series.

FactorTransformationAddLanguageSpecificTextSet("LSTE480BC33_0?cpp=::|nu=.");Transform Method (Matrix)