hdrcde: BoxCox – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

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

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.

hdrcde

Highest Density Regions and Conditional Density Estimation

v3.4

GPL-3

Authors

Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), Jochen Einbeck [aut] (<https://orcid.org/0000-0002-9457-2020>), Matthew Wand [aut] (<https://orcid.org/0000-0003-2555-896X>), Simon Carrignon [ctb] (<https://orcid.org/0000-0002-4416-1389>), Fan Cheng [ctb] (<https://orcid.org/0000-0003-0009-3262>)

Initial release