boxcoxinv

Compute the inverse of a one-parameter Box-Cox transformation.

To compute the inverse of a one-parameter Box-Cox transformation, one finds the x such that

Installation

npm install @stdlib/math-base-special-boxcoxinv

Usage

var boxcoxinv = require( '@stdlib/math-base-special-boxcoxinv' );

boxcoxinv( y, lambda )

Computes the inverse of a one-parameter Box-Cox transformation.

var v = boxcoxinv( 1.0, 2.5 );
// returns ~1.6505

v = boxcoxinv( 4.0, 2.5 );
// returns ~2.6095

v = boxcoxinv( 10.0, 2.5 );
// returns ~3.6812

v = boxcoxinv( 2.0, 0.0 );
// returns ~7.3891

v = boxcoxinv( -1.0, 2.5 );
// returns NaN

v = boxcoxinv( 0.0, -1.0 );
// returns 1.0

v = boxcoxinv( 1.0, NaN );
// returns NaN

v = boxcoxinv( NaN, 3.1 );
// returns NaN

Examples

var incrspace = require( '@stdlib/array-base-incrspace' );
var boxcoxinv = require( '@stdlib/math-base-special-boxcoxinv' );

var y = incrspace( -1.0, 10.0, 1.0 );
var l = incrspace( -0.5, 5.0, 0.5 );

var b;
var i;
var j;
for ( i = 0; i < y.length; i++ ) {
    for ( j = 0; j < l.length; j++ ) {
        b = boxcoxinv( y[ i ], l[ j ] );
        console.log( 'boxcoxinv(%d, %d) = %d', y[ i ], l[ j ], b );
    }
}

C APIs

Usage

#include "stdlib/math/base/special/boxcoxinv.h"

stdlib_base_boxcoxinv( y, lambda )

Computes the inverse of a one-parameter Box-Cox transformation.

double out = stdlib_base_boxcoxinv( 1.0, 2.5 );
// returns ~1.6505

out = stdlib_base_boxcoxinv( 4.0, 2.5 );
// returns ~2.6095

The function accepts the following arguments:

• y: [in] double input value.
• lambda: [in] double power parameter.

double stdlib_base_boxcoxinv ( const double y, const double lambda );

Examples

#include "stdlib/math/base/special/boxcoxinv.h"
#include <stdio.h>

int main( void ) {
    const double x[] = { -1.0, 10.0, 1.0 };
    const double y[] = { -0.5, 5.0, 0.5 };

    double out;
    int i;
    int j;
    for ( i = 0; i < 3; i++ ) {
        for ( j = 0; j < 3; j++ ){
            out = stdlib_base_boxcoxinv( x[ i ], y[ j ] );
            printf ( "y: %lf, x: %lf, out: %lf\n", x[ i ], y[ j ], out );
        }
    }
}

References

• Box, G. E. P., and D. R. Cox. 1964. "An Analysis of Transformations." Journal of the Royal Statistical Society. Series B (Methodological) 26 (2). [Royal Statistical Society, Wiley]: 211–52. http://www.jstor.org/stable/2984418.

See Also

• @stdlib/math-base/special/boxcox: compute a one-parameter Box-Cox transformation.
• @stdlib/math-base/special/boxcox1p: compute a one-parameter Box-Cox transformation of 1+x.
• @stdlib/math-base/special/boxcox1pinv: compute the inverse of a one-parameter Box-Cox transformation for 1+x.

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.