Box-Cox Normal

greybox.distributions.dbcnorm(q, loc=0, scale=1, lambda_bc=0, log=False)

Box-Cox Normal distribution density.

f(y) = y^(lambda-1) * 1/sqrt(2*pi) * exp(

-((y^lambda-1)/lambda - loc)^2 / (2*scale^2))

Parameters:

• q (array_like) – Quantiles (must be non-negative).

• loc (float) – Location parameter (on transformed scale).

• scale (float) – Scale parameter.

• lambda_bc (float) – Box-Cox transformation parameter.

• log (bool) – If True, return log-density.

Returns:

Density values.

Return type:

array

greybox.distributions.pbcnorm(q, loc=0, scale=1, lambda_bc=0)

Box-Cox Normal distribution CDF.

Parameters:

• q (array_like) – Quantiles.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• lambda_bc (float) – Box-Cox transformation parameter.

Returns:

CDF values.

Return type:

array

greybox.distributions.qbcnorm(p, loc=0, scale=1, lambda_bc=0)

Box-Cox Normal distribution quantile function.

Parameters:

• p (array_like) – Probabilities.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• lambda_bc (float) – Box-Cox transformation parameter.

Returns:

Quantile values.

Return type:

array

greybox.distributions.rbcnorm(n, loc=0, scale=1, lambda_bc=0)

Box-Cox Normal distribution random number generation.

Parameters:

• n (int) – Number of observations.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• lambda_bc (float) – Box-Cox transformation parameter.

Returns:

Random values.

Return type:

array