FitAR (version 1.94)

bxcx: Box-Cox Transformation and its Inverse

Description

Box-Cox or power transformation or its inverse. For $lambda!=0$, the Box-Cox transformation of x is $(x^lambda-1)/lambda$, whereas the regular power transformation is simply $x^lambda$. When $lambda=0$, it is log in both cases. The inverse of the Box-Cox and the power transform can also be obtained.

Usage

bxcx(x, lambda, InverseQ = FALSE, type = "BoxCox")

Arguments

x

a vector or time series

lambda

power transformation parameter

InverseQ

if TRUE, the inverse transformation is done

type

either "BoxCox" or "power"

Value

A vector or time series of the transformed data

References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. Journal of Royal Statistical Society, Series B, vol. 26, pp. 211-246.

See Also

BoxCox

Examples

#lambda=0.5
z<-AirPassengers; lambda<-0.5
y<-bxcx(z, lambda)
z2<-bxcx(y, lambda, InverseQ=TRUE)
sum(abs(z2-z))
#
z<-AirPassengers; lambda<-0.0
y<-bxcx(z, lambda)
z2<-bxcx(y, lambda, InverseQ=TRUE)
sum(abs(z2-z))