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    @stdlib/math-base-special-boxcoxinv
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    0.0.5 • Public • Published

    boxcoxinv

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    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

    Inverse One-Parameter Box-Cox Transformation

    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-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 );
        }
    }

    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.

    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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2021. The Stdlib Authors.

    Install

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

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    6

    Version

    0.0.5

    License

    Apache-2.0

    Unpacked Size

    49 kB

    Total Files

    10

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser