R: Box Cox Transformation

BoxCox {DescTools} | R Documentation

## Box Cox Transformation

### Description

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

### Usage

    BoxCox(x, lambda)
    BoxCoxInv(x, lambda)

### Arguments

`x` | a numeric vector
`lambda` | transformation parameter

### Details

The Box-Cox transformation is given by

f(x;λ)=(x^λ - 1)/λ, if λ not 0, log(x), otherwise

### Value

a numeric vector of the same length as x.

### Note

These two functions are borrowed from `library(forecast)`.

### Author(s)

Rob J Hyndman <rob.hyndman@monash.edu>

### References

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

### See Also

Use `BoxCoxLambda` or `boxcox` in `library(MASS)` to find optimal lambda values.

### Examples

    # example by Greg Snow
    x <- rlnorm(500, 3, 2)

    par(mfrow=c(2,2))
    qqnorm(x, main="Lognormal")
    qqnorm(BoxCox(x, 1/2), main="BoxCox(lambda=0.5)")
    qqnorm(BoxCox(x, 0), main="BoxCox(lambda=0)")

    PlotFdist(BoxCox(x, 0))

    bx <- BoxCox(x, lambda = BoxCoxLambda(x) )

[Package DescTools version 0.99.25 Index]