Box-Cox TransformsDescriptionComputes the Box-Cox transform of the data for a given value oflambda. Includes the scaling factor.
Usagebct(y, lambda)
Arguments
y | Vector of data to be transformed. |
lambda | Scalar exponent for transform (1 is linear, 0 is log). |
Detailsbct computes the Box-Cox family of transforms: y = (y^lambda -1)/(lambda*gm^(lambda-1)), where gm is the geometric mean of the y's.returns log(y)*gm when lambda equals 0.
ValueA vector of the same length as y with the corresponding transformed values.