Reverse Box-Cox transformation

Question

I am using SciPy\'s boxcox function to perform a Box-Cox transformation on a continuous variable.

from scipy.stats import boxcox
import numpy as np
y = np.random         


        

Answer 1

SciPy has added an inverse Box-Cox transformation.

https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.inv_boxcox.html

scipy.special.inv_boxcox scipy.special.inv_boxcox(y, lmbda) =

Compute the inverse of the Box-Cox transformation.

Find x such that:

y = (x**lmbda - 1) / lmbda  if lmbda != 0
    log(x)                  if lmbda == 0

Parameters: y : array_like

Data to be transformed.

lmbda : array_like

Power parameter of the Box-Cox transform.

Returns:
x : array

Transformed data.

Notes

New in version 0.16.0.

Example:

from scipy.special import boxcox, inv_boxcox
y = boxcox([1, 4, 10], 2.5)
inv_boxcox(y, 2.5)

output: array([1., 4., 10.])