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scipy.stats.

# yeojohnson_llf

scipy.stats.yeojohnson_llf(lmb, data, *, axis=0, nan_policy='propagate', keepdims=False)

  The Yeo-Johnson log-likelihood function.

  Parameters:
    lmb scalar

      Parameter for Yeo-Johnson transformation. See `yeojohnson` for details.

    data array_like

      Data to calculate Yeo-Johnson log-likelihood for.

    axis int, default: 0

      If an int, the axis of the input along which to compute the statistic. The statistic of each axis-slice (e.g. row) of the input will appear in a corresponding element of the output. If `None`, the input will be raveled before computing the statistic.

    nan_policy{‘propagate’, ‘omit’, ‘raise’

      Defines how to handle input NaNs.

      - `propagate`: if a NaN is present in the axis slice (e.g. row) along which the statistic is computed, the corresponding entry of the output will be NaN.

      - `omit`: NaNs will be omitted when performing the calculation. If insufficient data remains in the axis slice along which the statistic is computed, the corresponding entry of the output will be NaN.

      - `raise`: if a NaN is present, a `ValueError` will be raised.

    keepdims bool, default: False

      If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the input array.

  Returns:
    llf float

      Yeo-Johnson log-likelihood of data given lmb.

  See also

  `yeojohnson`, `probplot`, `yeojohnson_normplot`, `yeojohnson_normmax`

  Notes

  The Yeo-Johnson log-likelihood function \(l\) is defined here as

  \[l = -\frac{N}{2} \log(\hat{\sigma}^2) + (\lambda - 1) \sum_i^N \text{sign}(x_i) \log(|x_i| + 1)\]

  where \(N\) is the number of data points \(x`=``data`\) and \(\hat{\sigma}^2\) is the estimated variance of the Yeo-Johnson transformed input data \(x\). This corresponds to the profile log-likelihood of the original data \(x\) with some constant terms dropped.

  Added in version 1.2.0.

  Array API Standard Support

  `yeojohnson_llf` has experimental support for Python Array API Standard compatible backends in addition to NumPy. Please consider testing these features by setting an environment variable `SCIPY_ARRAY_API=1` and providing CuPy, PyTorch, JAX, or Dask arrays as array arguments. The following combinations of backend and device (or other capability) are supported.

  Library | CPU | GPU
  --- | --- | ---
  NumPy | ✅ | n/a
  CuPy | n/a | ✅
  PyTorch | ✅ | ✅
  JAX | ✅ | ✅
  Dask | ⛔ | n/a

  > See Support for the array API standard for more information.

  Examples

      >>> import numpy as np
      >>> from scipy import stats
      >>> import matplotlib.pyplot as plt
      >>> from mpl_toolkits.axes_grid1.inset_locator import inset_axes

  Generate some random variates and calculate Yeo-Johnson log-likelihood values for them for a range of `lmbda` values:

      >>> x = stats.loggamma.rvs(5, loc=10, size=1000)
      >>> lmbdas = np.linspace(-2, 10)
      >>> llf = np.zeros(lmbdas.shape, dtype=float)
      >>> for ii, lmbda in enumerate(lmbdas):
      ...     llf[ii] = stats.yeojohnson_llf(lmbda, x)

  Also find the optimal lmbda value with `yeojohnson`:

      >>> x_most_normal, lmbda_optimal = stats.yeojohnson(x)

  Plot the log-likelihood as function of lmbda. Add the optimal lmbda as a horizontal line to check that that’s really the optimum:

      >>> fig = plt.figure()
      >>> ax = fig.add_subplot(111)
      >>> ax.plot(lmbdas, llf, 'b.-')
      >>> ax.axhline(stats.yeojohnson_llf(lmbda_optimal, x), color='r')
      >>> ax.set_xlabel('lmbda parameter')
      >>> ax.set_ylabel('Yeo-Johnson log-likelihood')

  Now add some probability plots to show that where the log-likelihood is maximized the data transformed with `yeojohnson` looks closest to normal:

      >>> locs = [3, 10, 4]  # 'lower left', 'center', 'lower right'
      >>> for lmbda, loc in zip([-1, lmbda_optimal, 9], locs):
      ...     xt = stats.yeojohnson(x, lmbda=lmbda)
      ...     (osm, osr), (slope, intercept, r_sq) = stats.probplot(xt)
      ...     ax_inset = inset_axes(ax, width="20%", height="20%", loc=loc)
      ...     ax_inset.plot(osm, osr, 'c.', osm, slope*osm + intercept, 'k-')
      ...     ax_inset.set_xticklabels([])
      ...     ax_inset.set_yticklabels([])
      ...     ax_inset.set_title(r'$\lambda=%1.2f$' % lmbda)

      >>> plt.show()