BoxCox: Box Cox Transformation

BoxCoxR Documentation

Box Cox Transformation

Description

BoxCox() returns a transformation of the input variable using a Box-Cox transformation. InvBoxCox() reverses the transformation.

Usage

BoxCox(x, lambda)

Arguments

x

a numeric vector or time series

lambda

transformation parameter

Details

The Box-Cox transformation is given by

f(x;lambda) = (x^lambda - 1)/lambda

if lambda is not equal to 0. For lambda=0,

f(x;0) = log(x).

Value

a numeric vector of the same length as x.

Author(s)

Rob J Hyndman

References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211–246.


robjhyndman/hdrcde documentation built on Aug. 18, 2022, 6:36 a.m.