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hdrcde (version 3.4)

BoxCox: 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

Value

a numeric vector of the same length as x.

Details

The Box-Cox transformation is given by $$f_\lambda(x) =\frac{x^\lambda - 1}{\lambda}$$ if \(\lambda\ne0\). For \(\lambda=0\), $$f_0(x) = \log(x).$$

References

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