NegLogTransformer.py

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from ._CustomTransformer import _CustomTransformer
 
import numpy as np 
 
 
class NegLogTransformer(_CustomTransformer):
    ''' 
    Log-like transformation which allows negative values (Whittaker et al. 2005)
    http://fmwww.bc.edu/repec/bocode/t/transint.html
    '''
    def _transform(self, X, *args, **kwargs):         return np.sign(X) *  np.log(np.abs(X)  + 1)
    def _inverse_transform(self, X, *args, **kwargs): return np.sign(X) * (np.exp(np.abs(X)) - 1)