bxcx: Box-Cox Transformation and its Inverse
In FitAR: Subset AR Model Fitting

Description Usage Arguments Value Author(s) References See Also Examples

Box-Cox or power transformation or its inverse. For lambda!=0, the Box-Cox transformation of x is (x^lambda-1)/lambda, whereas the regular power transformation is simply x^lambda. When lambda=0, it is log in both cases. The inverse of the Box-Cox and the power transform can also be obtained.

1	bxcx(x, lambda, InverseQ = FALSE, type = "BoxCox")

`x`	a vector or time series
`lambda`	power transformation parameter
`InverseQ`	if TRUE, the inverse transformation is done
`type`	either "BoxCox" or "power"

A vector or time series of the transformed data

A.I. McLeod

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. Journal of Royal Statistical Society, Series B, vol. 26, pp. 211-246.

BoxCox

#lambda=0.5
z<-AirPassengers; lambda<-0.5
y<-bxcx(z, lambda)
z2<-bxcx(y, lambda, InverseQ=TRUE)
sum(abs(z2-z))
#
z<-AirPassengers; lambda<-0.0
y<-bxcx(z, lambda)
z2<-bxcx(y, lambda, InverseQ=TRUE)
sum(abs(z2-z))

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[1] 2.82796e-12
[1] 8.753887e-12