limix.qc.boxcox

limix.qc.boxcox(x)

Box Cox transformation for normality conformance.

It applies the power transformation

\[\begin{split}f(x) = \begin{cases} \frac{x^{\lambda} - 1}{\lambda}, & \text{if } \lambda > 0; \\ \log(x), & \text{if } \lambda = 0. \end{cases}\end{split}\]

to the provided data, hopefully making it more normal distribution-like. The \(\lambda\) parameter is fit by maximum likelihood estimation.

Parameters:X (array_like) – Data to be transformed. Returns:Box Cox transformed data. Return type:array_like

Examples

(Source code, png)