fable (version 0.0.0.9100)

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)
InvBoxCox(x, lambda)

Arguments

x

a numeric vector.

lambda

a numeric value for the transformation parameter.

Value

a transformed 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.

Examples

# NOT RUN {
library(tsibble)
airmiles %>% 
  as_tsibble() %>% 
  mutate(BoxCox = BoxCox(value, lambda = 0.3))

# }