Back-transformation of Box-Cox-transformed data. More...

Public Member Functions
real(sp) function	invboxcox_0d_sp (x, lmbda)

real(dp) function	invboxcox_0d_dp (x, lmbda)

real(sp) function, dimension(size(x))	invboxcox_1d_sp (x, lmbda, mask)

real(dp) function, dimension(size(x))	invboxcox_1d_dp (x, lmbda, mask)

Detailed Description

Back-transformation of Box-Cox-transformed data.

Calculate the inverse Box-Cox given the transformed values and the exponent lambda.

\[ w_\text{Box-Cox}^{-1}(y) = \begin{cases} (\lambda y + 1)^{\frac{1}{\lambda}}&\text{, if }\lambda \neq 0 \\ e^{y}&\text{, if }\lambda = 0 \end{cases} \]

If an optional mask is given, then the inverse Box-Cox transformation is only performed on those locations that correspond to true values in the mask.
\(y\) can be single or double precision. The result will have the same numerical precision.
\(y\) can be scalar or vector.

Example

out = invboxcox(x, lmbda, mask=mask)

See also test folder for a detailed example, "pf_tests/test_mo_boxcox".

Parameters

[in]	real(sp/dp) :: y	Scalar/1D-array with input numbers (`>0.`)
[in]	real(sp/dp) :: lmbda	Exponent power of Box-Cox transform (`>= 0.`)
[in]	optional, logical :: mask	1D-array of logical values with `size(x)`. If present, only those locations in vec corresponding to the true values in mask are used. Only applicable if `x` is a 1D-array.

Return values

real(sp/dp) :: invboxcox Back transformed values (at mask=.true.)

Author: Matthias Cuntz; Juliane Mai; Sebastian Müller

Date

March 2011

Modified MC: Python code of Travis Oliphant (2002): boxcox, llf_boxcox, get_boxcox
Modified MC: numerical recipes: brent, mnbrak, swap, shft
Modified JM: scalar version of invboxcox

Definition at line 108 of file mo_boxcox.f90.

Member Function/Subroutine Documentation

◆ invboxcox_0d_dp()

real(dp) function mo_boxcox::invboxcox::invboxcox_0d_dp	(	real(dp), intent(in)	x,
		real(dp), intent(in)	lmbda
	)

Definition at line 289 of file mo_boxcox.f90.

◆ invboxcox_0d_sp()

real(sp) function mo_boxcox::invboxcox::invboxcox_0d_sp	(	real(sp), intent(in)	x,
		real(sp), intent(in)	lmbda
	)

Definition at line 263 of file mo_boxcox.f90.

◆ invboxcox_1d_dp()

real(dp) function, dimension(size(x)) mo_boxcox::invboxcox::invboxcox_1d_dp	(	real(dp), dimension(:), intent(in)	x,
		real(dp), intent(in)	lmbda,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 226 of file mo_boxcox.f90.

◆ invboxcox_1d_sp()

real(sp) function, dimension(size(x)) mo_boxcox::invboxcox::invboxcox_1d_sp	(	real(sp), dimension(:), intent(in)	x,
		real(sp), intent(in)	lmbda,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 189 of file mo_boxcox.f90.

The documentation for this interface was generated from the following file: