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BoxCoxInv transformation function


BOXCOXINV(x,lambda,shift) calculates the inverse of the Box-Cox transformation of x with parameters lambda and shift.

The argument x can be a single number or a matrix. When it is a matrix, the function returns a matrix with the same dimensions and with the BOXCOXINV back-transformation applied to all elements.

The shift parameter should not be 0 when x is larger than 0.

The Box-Cox transformation is defined as follows:

$$ y = \begin{cases} \dfrac{(x + shift)^{\lambda} - 1}{\lambda} & \text{if } \lambda \neq 0 \\\\ \ln (x + shift) & \text{if } \lambda = 0 \end{cases} $$

The back-transformation, or inverse, is defined as follows:

$$ y' = \begin{cases} (x \times \lambda + 1)^ {\frac{1}{\lambda}} - shift & \text{if } \lambda \neq 0 \\\\ \exp (x) - shift) & \text{if } \lambda = 0 \end{cases} $$


BOXCOXINV(  ,  ,  


BOXCOXINV function

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