biogeme.models.boxcox module
Implements the Box-Cox model
- author:
Michel Bierlaire
- date:
Wed Oct 25 08:52:44 2023
- biogeme.models.boxcox.boxcox(x, ell)[source]
Box-Cox transform
\[B(x, \ell) = \frac{x^{\ell}-1}{\ell}.\]It has the property that
\[\lim_{\ell \to 0} B(x,\ell)=\log(x).\]To avoid numerical difficulties, if \(\ell < 10^{-5}\), the McLaurin approximation is used:
\[\log(x) + \ell \log(x)^2 + \frac{1}{6} \ell^2 \log(x)^3 + \frac{1}{24} \ell^3 \log(x)^4.\]- Parameters:
x (
Expression|float|int|bool) – a variable to transform.ell (
Expression|float|int|bool) – parameter of the transformation.
- Return type:
- Returns:
the Box-Cox transform