Estimation of the Box-Cox transformation
Estimation of the Box-Cox transformation.
bc(x, low = -1, up = 1)
x |
A numerical vector with strictly positive values. |
low |
The lowest value to search for the best λ parameter. |
up |
The highest value to search for the best λ parameter. |
The functions estimates the best λ in the Box-Cox power transformation.
The optimal value of λ.
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr>
Box George E. P. and Cox D. R. (1964). An analysis of transformations. Journal of the Royal Statistical Society, Series B, 26 (2):211-252.
x <- exp(rnorm(1000)) res<-bc(x)
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