Box-Cox transformation (ch. 6 p. 164)

w = (x^lambda - 1)/lambda for lambda != 0, w = log(x) otherwise.

Usage

morie_boxcox(x, lam)

Arguments

x

strictly positive series

lam

the Box-Cox parameter

Value

list(w, lam, mean, var, n)

Examples

morie_boxcox(x = c(1, 2, 3, 4, 5, 6, 7, 8), lam = 5L)
#> $w
#> [1]    0.0    6.2   48.4  204.6  624.8 1555.0 3361.2 6553.4
#> 
#> $lam
#> [1] 5
#> 
#> $mean
#> [1] 1544.2
#> 
#> $var
#> [1] 4752616
#> 
#> $n
#> [1] 8
#>