BoxCox {hdrcde}

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_\lambda(x) =\frac{x^\lambda - 1}{\lambda}

if \lambda\ne0. For \lambda=0,

f_0(x) = \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.