boxcox(x,power), x a REAL vector or matrix, power a REAL scalar |

boxcox(var,Pow) computes the Box-Cox transformation of the data in vector or matrix var. When var is a matrix, the transformation is applied to each column separately. If GM is the geometric mean of the values in a vector, boxcox(y,Pow) computes (y^Pow-1)/(Pow*(GM)^(Pow-1)) when Pow != 0, and GM*log(y) when Pow == 0. Boxcox is implemented as a macro. See also topics 'macros' and 'transformations'.

Gary Oehlert 2003-01-15