yeojohnson_mle

mpsci.stats.yeojohnson_mle(x, lam0=1)

Compute the maximum likelihood estimate of the Yeo-Johnson parameter.

x must be a sequence of numbers.

lam0 is the initial guess for the optimal parameter. The default value, lam0=1, is generally not a good initial guess, and the may have to be changed for the method to find the optimal parameters. The algorithm uses numerical differentiation and numerical root-finding, and it might fail to converge in some cases. If that happens, try changing lam0. Even changing only the sign of lam0 can make a difference.