boxcox

boxcox(X, [lmbda])

X is a numeric vector representing the input to be transformed. If the lmbda parameter is not specified, Xcannot contain null or non-positivevalues, and all elements cannot be identical.

lmbda (optional) is a numeric scalar or vector representing the lambda parameter. If it is a vector, X and lmbda must be of equal length.

This function transforms X by using the Box-Cox transformation method.

The Box-Cox transform is given by:

Return value:

• If the lmbda parameter is specified, the function returns a vector of DOUBLE type.
  • if lmbda is a scalar, the result is the Box-Cox transformation of X using lmbda.
  • if lmbda is a vector, the result is a vector where each element corresponds to boxcox(Xi, lmbdai).
• If the lmbda parameter is not specified, the function returns a 2-element tuple:
  • The first element is a vector of DOUBLE type, representing the Box-Cox transformation of X.
  • The second element is a scalar of DOUBLE type, representing the optimal lambda parameter.

data = [1.5, 2.3, 3.1, 4.8, 5.5, 6.7, 8.2, 9.0, 10.1, 12.4]
lmb = 2
boxcox(data)

// output: ([0.4541,1.0562,1.5689,2.4892,2.82394,3.3559,3.9636,4.267,4.6653,5.4393],0.5495)

boxcox(data, lmb)
// output: [0.625,2.145,4.305,11.02,14.625,21.945,33.12,40,50.505,76.38]