BoxCox                package:hdrcde                R Documentation

_B_o_x _C_o_x _T_r_a_n_s_f_o_r_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     BoxCox(x,lambda)
     InvBoxCox(x,lambda)

_A_r_g_u_m_e_n_t_s:

       x: a numeric vector or time series

  lambda: transformation parameter

_D_e_t_a_i_l_s:

     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).

_V_a_l_u_e:

     a numeric vector of the same length as x.

_A_u_t_h_o_r(_s):

     Rob J Hyndman

_R_e_f_e_r_e_n_c_e_s:

     Box, G. E. P. and Cox, D. R. (1964) An analysis of
     transformations. _JRSS B_ *26* 211-246.

