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.
arraysBOX-COXLOGMATHstatistics

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 a publication is governed by House rules.

Disclaimer