Fisher Transform

All functions · nseries package

Fisher

func (s Series) Fisher() Series

Fisher implements the Fisher Transform. It expects its input values to be between -1 and 1; values whose magnitude exceeds 0.999 are clamped to +/-0.999 (as in Ehlers’ canonical implementation), bounding the output at approximately +/-3.8.

FisherInverse

func (s Series) FisherInverse() Series

FisherInverse implements the Inverse Fisher Transform, resulting in a series of output values between -1 and 1.