box_cox {fabletools}

Box Cox Transformation

Description

box_cox() returns a transformation of the input variable using a Box-Cox transformation. inv_box_cox() reverses the transformation.

Usage

box_cox(x, lambda)

inv_box_cox(x, lambda)

Arguments

x

a numeric vector.

lambda

a numeric value for the transformation parameter.

Details

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)

.

Value

a transformed numeric vector of the same length as x.

Author(s)

Rob J Hyndman & Mitchell O'Hara-Wild

References

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

Examples

library(tsibble)
library(dplyr)
airmiles %>% 
  as_tsibble() %>% 
  mutate(box_cox = box_cox(value, lambda = 0.3))