BoxCox() returns a transformation of the input variable using a Box-Cox transformation. InvBoxCox() reverses the transformation.

BoxCox(x, lambda)

InvBoxCox(x, lambda, biasadj = FALSE, fvar = NULL)

## Arguments

x a numeric vector or time series of class ts. transformation parameter. If lambda = "auto", then the transformation parameter lambda is chosen using BoxCox.lambda. Use adjusted back-transformed mean for Box-Cox transformations. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If biasadj is TRUE, an adjustment will be made to produce mean forecasts and fitted values. Optional parameter required if biasadj=TRUE. Can either be the forecast variance, or a list containing the interval level, and the corresponding upper and lower intervals.

## 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.