box_cox | R Documentation |
box_cox()
returns a transformation of the input variable using a Box-Cox
transformation. inv_box_cox()
reverses the transformation.
box_cox(x, lambda)
inv_box_cox(x, lambda)
x |
a numeric vector. |
lambda |
a numeric value for the transformation parameter. |
The Box-Cox transformation is given by
f_\lambda(x) =\frac{x^\lambda -
1}{\lambda}
if \lambda\ne0
. For \lambda=0
,
f_0(x)=\log(x)
.
a transformed numeric vector of the same length as x.
Rob J Hyndman & Mitchell O'Hara-Wild
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211–246.
library(tsibble)
library(dplyr)
airmiles %>%
as_tsibble() %>%
mutate(box_cox = box_cox(value, lambda = 0.3))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.