g_bc {SeBR}

Box-Cox transformation

Description

Evaluate the Box-Cox transformation, which is a scaled power transformation to preserve continuity in the index lambda at zero. Negative values are permitted.

Usage

g_bc(t, lambda)

Arguments

t

argument(s) at which to evaluate the function

lambda

Box-Cox parameter

Value

The evaluation(s) of the Box-Cox function at the given input(s) t.

Note

Special cases include the identity transformation (lambda = 1), the square-root transformation (lambda = 1/2), and the log transformation (lambda = 0).

Examples

# Log-transformation:
g_bc(1:5, lambda = 0); log(1:5)

# Square-root transformation: note the shift and scaling
g_bc(1:5, lambda = 1/2); sqrt(1:5)