fortran-variable-transformation

Fortran pure functions to perform the following variable transformations:

1. Yeo-Johnson transformation [1]

2. Box-Cox transformation [2]

Golden Section Search [3] is used for MLE (maximum likelihood estimation) of the paramters.

References

1. Yeo, I. K., & Johnson, R. A. (2000). A new family of power transformations to improve normality or symmetry. Biometrika.

2. Box, G. E. P., & Cox, D. R. (1964). An analysis of transformations. Journal of the Royal Statistical Society: Series B (Methodological), 26(2), 211–252.

3. Kiefer, J. (1953). Sequential minimization procedures. Mathematical Statistics (pp. 145–172). Publisher: Wiley, New York.