Simple functions to compute and visualize logHazard trasform.
In order to compute analytical trasform I use Sympy
package.
In lohH
class you will find both .transform
and .inverse_transform
methods that can be applied to Function
classes (from Sympy
).
Let
$0 \leqslant g(t) < 1$ $g'(t) \geqslant 0$
then we define
Inspired from the paper "Constrained functional time series: Applications to the Italian gas market".