bxcx(FitAR) | R Documentation |
Box-Cox or power transformation or its inverse. For lambda!=0, the Box-Cox transformation is of x is (x-1)^lambda/lambda whereas the regular power transformation is simply x^lambda. When lambda=0, it is log in both cases. The inverse of the Box-Cox and the power transform can also be obtained.
bxcx(x, lambda, InverseQ = FALSE, type = "BoxCox")
x |
a vector or time series |
lambda |
power transformation parameter |
InverseQ |
if TRUE, the inverse transformation is done |
type |
either "BoxCox" or "power" |
A small positive constant is added to all the data if any data value is zero or negative.
a vector or tsime series of the transformed data
A.I. McLeod
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. Journal of Royal Statistical Society, Series B, vol. 26, pp. 211-246.
#lambda=0.5 z<-AirPassengers; lambda<-0.5 y<-bxcx(z, lambda) z2<-bxcx(y, lambda, InverseQ=TRUE) sum(abs(z2-z)) # z<-AirPassengers; lambda<-0.0 y<-bxcx(z, lambda) z2<-bxcx(y, lambda, InverseQ=TRUE) sum(abs(z2-z))