PINE LIBRARY
FunctionBoxCoxTransform
Library "FunctionBoxCoxTransform"
Methods to compute the Box-Cox Transformer.
regular(sample, lambda) Regular transform.
Parameters:
sample: float array, sample data values.
lambda: float, scaling factor.
Returns: float array.
inverse(sample, lambda) Regular transform.
Parameters:
sample: float array, sample data values.
lambda: float, scaling factor.
Returns: float array.
Methods to compute the Box-Cox Transformer.
regular(sample, lambda) Regular transform.
Parameters:
sample: float array, sample data values.
lambda: float, scaling factor.
Returns: float array.
inverse(sample, lambda) Regular transform.
Parameters:
sample: float array, sample data values.
lambda: float, scaling factor.
Returns: float array.
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.