@stdlib/math-base-special-boxcox NPM

boxcox

$NPM version$ $Build Status$ $Coverage Status$

Compute a one-parameter Box-Cox transformation.

The one-parameter Box-Cox transformation is defined as

Installation

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

Usage

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

boxcox( x, lambda )

Computes a one-parameter Box-Cox transformation.

var v = boxcox( 1.0, 2.5 );
// returns 0.0

v = boxcox( 4.0, 2.5 );
// returns 12.4

v = boxcox( 10.0, 2.5 );
// returns ~126.0911

v = boxcox( 2.0, 0.0 );
// returns ~0.6931

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

v = boxcox( 0.0, -1.0 );
// returns -Infinity

Examples

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

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