box_cox() returns a transformation of the input variable using a Box-Cox
transformation. inv_box_cox() reverses the transformation.
box_cox(x, lambda)
inv_box_cox(x, lambda)a numeric vector.
a numeric value for the transformation parameter.
a transformed numeric vector of the same length as x.
The Box-Cox transformation is given by $$f_\lambda(x) =\frac{x^\lambda - 1}{\lambda}$$ if \(\lambda\ne0\). For \(\lambda=0\), $$f_0(x)=\log(x)$$.
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211--246.
library(tsibble)
library(dplyr)
airmiles %>%
as_tsibble() %>%
mutate(box_cox = box_cox(value, lambda = 0.3))
#> # A tsibble: 24 x 3 [1Y]
#> index value box_cox
#> <dbl> <dbl> <dbl>
#> 1 1937 412 17.0
#> 2 1938 480 17.9
#> 3 1939 683 20.3
#> 4 1940 1052 23.6
#> 5 1941 1385 25.9
#> 6 1942 1418 26.1
#> 7 1943 1634 27.3
#> 8 1944 2178 30.1
#> 9 1945 3362 34.8
#> 10 1946 5948 41.9
#> # … with 14 more rows