boxcox

Purpose

Computes the Box-Cox function.

Format

y = boxcox(x, lambda)

Parameters:

• x (MxN matrix or P-dimensional array) – where the last two dimensions are MxN

• lambda (KxL matrix or P-dimensional array) – where the last two dimensions are KxL, ExE conformable to x.

Returns:

y (max(M,L)xmax(N,K) or P-dimensional array) – where the last two dimensions are max(M,L)xmax(N,K)

Examples

x = { .2, .4, .8, 1, 1.2, 1.4 };
lambda = .4;
y = boxcox(x, lambda);

After the code above:

    -1.187
    -0.767
y = -0.213
     0.000
     0.189
     0.360

Remarks

Allowable range for x is: \(x > 0\)

The boxcox() function computes:

\[boxcox(x) = (xλ - 1)/λ\]