log_transform

Function log_transform 

Source
pub fn log_transform<T>(data: &[T]) -> Vec<f64>
where T: Num + NumCast + Copy,
Expand description

Applies the natural logarithm transformation to a numeric data series.

This will aggressively compresses large values while expanding small values, which can be useful for stabilizing variance, normalizing right-skewed distributions, and linearizing exponential releationships.

NOTE: This transformation is much stronger at tail compression than the square root transformation crate::transforms::sqrt_transform, so use that if only light tail dampening is desired.

NOTE: The log transform is undefined for values less than or equal to zero. Such values will be skipped silently during transformation.

ยงExample

use quant_mathema::transforms::log_transform;

let data = vec![1.0, 2.0, 10.0, 100.0];
let data_log_trans = log_transform(&data);