R: Box Cox Transformation

BoxCox {hdrcde} | R 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.

[Package hdrcde version 3.4 Index]