@stdlib/math-base-special-boxcoxinv

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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 );
    }
}

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.

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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.

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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

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License

See LICENSE.

Copyright

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