Box Cox transformation — boxcox • COINr

Simple Box Cox, with no optimisation of lambda.

Usage

boxcox(x, lambda, makepos = TRUE, na.rm = FALSE)

x: A vector or column of data to transform
lambda: The lambda parameter of the Box Cox transform
makepos: If TRUE (default) makes all values positive by subtracting the minimum and adding 1.
na.rm: If TRUE, NAs will be removed: only relevant if makepos = TRUE which invokes min().

A vector of length length(x) with transformed values.

This function replaces the now-defunct BoxCox() from COINr < v1.0.

# example data
x <- runif(30)
# Apply Box Cox
xBox <- boxcox(x, lambda = 2)
# plot one against the other
plot(x, xBox)