tstransform: General transformation function

In tsaux: Time Series Forecasting Auxiliary Functions

General transformation function

Description

Includes the Box Cox, logit, softplus-logit and sigmoid transforms. Returns a list of functions for the transform and its inverse.

Usage

tstransform(method = "box-cox", lambda = NULL, lower = 0, upper = 1, ...)

Arguments

method	valid methods are currently “box-cox”, “logit”, “softplus-logit” and “sigmoid”.
lambda	parameter in the Box Cox transformation.
lower	lower bound for the transformations.
upper	upper bound for the transformations.
...	additional arguments taken by the transformations.

Value

A list with the transform and inverse functions.

Author(s)

Alexios Galanos

tsaux documentation built on April 4, 2025, 3:08 a.m.