FactorTransformationInverseTransform Method (Matrix, Matrix) |
Apply computed inverse transformation to transformed component samples.
Namespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public abstract void InverseTransform( Matrix transformedData, Matrix originalData )
Parameters
- transformedData
- Type: FinMath.LinearAlgebraMatrix
Transformed component samples. - originalData
- Type: FinMath.LinearAlgebraMatrix
Restored original data series.
See Also