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