added Transformation StartedBoxCox

Author: Cristian Lussana

include/gridpp.h

@@ -2286,6 +2286,20 @@ namespace gridpp {
         private:
             float mThreshold;
     };
+    /** Started Box-Cox transformation */
+    class StartedBoxCox : public Transform {
+        public:
+            /** Initialize started Box-Cox transform
+             *  @param threshold started Box-Cox parameter
+            */
+            StartedBoxCox(float threshold);
+            using Transform::forward;
+            using Transform::backward;
+            float forward(float value) const;
+            float backward(float value) const;
+        private:
+            float mThreshold;
+    };
     /** Gamma transformation. Transforms values to cdf from a gamma distribution and subsequantly
      *  extracts the cdf from a standard normal distribution. */
     class Gamma : public Transform {

src/api/transform.cpp

@@ -123,6 +123,28 @@ float gridpp::BoxCox::backward(float value) const {
       rValue = 0;
    return rValue;
 }
+float gridpp::StartedBoxCox::forward(float value) const {
+    if(!gridpp::is_valid(value) || mThreshold <= 0)
+        return gridpp::MV;
+    if(value <= 0)
+        value = 0;
+    if(value <= 1)
+        return value;
+    else
+        return (1 + (((pow(value, mThreshold)) - 1) / mThreshold));
+}
+float gridpp::StartedBoxCox::backward(float value) const {
+    if(!gridpp::is_valid(value) || mThreshold <= 0)
+        return gridpp::MV;
+    float rValue = 0;
+    if(value <= 1)
+        rValue = value;
+    else 
+        rValue = pow( 1 + mThreshold * (value-1), 1 / mThreshold);
+    if(rValue <= 0)
+       rValue = 0;
+    return rValue;
+}
 gridpp::Gamma::Gamma(float shape, float scale, float tolerance) : m_gamma_dist(1, 1), m_norm_dist(), m_tolerance(tolerance) {
     // Initialize the gamma distribution to something that works, and then overwrite it so that
     // we can check for argument errors gracefully