Process transformationΒΆ
The objective here is to create a process as the image through
a field function
of another process
:
General case
We build the composite process thanks to function
and the process
.
Trend modifications
(1)ΒΆ
The library enables to directly convert the function
into the vertex-value function
thanks
to the TrendTransform object which maps
into the
vertex-value function
.
Then, the process is built with the object
CompositeProcess from the data:
and the process
such that:
Box Cox transformation
If the transformation of the process into
corresponds to the Box Cox transformation
which transforms
into a process
with stabilized variance, then the
corresponding field function is the value function
defined by:
(2)ΒΆ