lambda(𝐱; interval = (-2.0, 2.0), method = :geomean)

Calculate lambda from an array using a log-likelihood estimator.

Keyword arguments:

• method: either :geomean or :normal
• any other keyword arguments accepted by Optim.optimize function e.g. abs_tol

See also: log_likelihood

log_likelihood(𝐱, λ; method = :geomean)

Return log-likelihood for the given array and lambda.

Method :geomean => -N / 2.0 * log(2 * π * σ² / gm ^ (2 * (λ - 1)) + 1)

Method :normal => -N / 2.0 * log(σ²) + (λ - 1) * sum(log.(𝐱))

transform(𝐱, λ; α = 0)

Transform an array using Box-Cox method with the provided power parameter λ. If the array contains any non-positive values then a DomainError is thrown.

Keyword arguments:

• α: added to all values in 𝐱 before transformation. Default = 0.
• scaled: scale transformation results. Default = false.

transform(𝐱)

Transform an array using Box-Cox method. The power parameter λ is derived from maximizing a log-likelihood estimator.

If the array contains any non-positive values then a DomainError is thrown. This can be avoided by providing the shift parameter α to make all values positive.

Keyword arguments:

• α: added to all values in 𝐱 before transformation. Default = 0.
• scaled: scale transformation results. Default = false.