Power Transformations (Box-Cox, Yeo-Johnson)
quantlib-ml
Power Transformations (Box-Cox, Yeo-Johnson)
Applies power transformations to make data more Gaussian-like. Box-Cox for positive data, Yeo-Johnson for any data. Improves linear model assumptions and reduces skewness. [Tier: ENTERPRISE, Credits: 10]
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Power Transformations (Box-Cox, Yeo-Johnson)
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