BoxCox transformation function

Description

BOXCOX(x,lambda,shift) calculates a Box-Cox transformation of x with parameters lambda and shift.

The argument x can be a single number or a matrix. When it is a matrix, the function returns a matrix with the same dimensions and with the BOXCOX transformation applied to all elements.

The shift parameter should not be 0 when x is larger than 0.

The Box-Cox transformation is defined as follows:

$$ y = \begin{cases} \dfrac{(x + shift)^{\lambda} - 1}{\lambda} & \text{if } \lambda \neq 0 \\\\ \ln (x + shift) & \text{if } \lambda = 0 \end{cases} $$

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Function:

BOXCOX(,,)

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Related functions

BoxCoxInv Inverse of the Box-Cox transformation function
Mathematical functions