yeo.johnson: Yeo-Johnson Transformation
In DAMisc: Dave Armstrong's Miscellaneous Functions

Description Usage Arguments Details Value Author(s)

Computes the normalizing Yeo-Johnson transformation. #' This code and the details of the help file were taken from the VGAM package.

yeo.johnson(
  y,
  lambda,
  derivative = 0,
  epsilon = sqrt(.Machine$double.eps),
  inverse = FALSE
)

`y`	Numeric, a vector or matrix.
`lambda`	Numeric. It is recycled to the same length as `y` if necessary.
`derivative`	Non-negative integer. The default is the ordinary function evaluation, otherwise the derivative with respect to `lambda`.
`epsilon`	Numeric and positive value. The tolerance given to values of `lambda` when comparing it to 0 or 2.
`inverse`	Logical. Return the inverse transformation?

The Yeo-Johnson transformation can be thought of as an extension of the Box-Cox transformation. It handles both positive and negative values, whereas the Box-Cox transformation only handles positive values. Both can be used to transform the data so as to improve normality. They can be used to perform LMS quantile regression.

A vector of transformed values.

Thomas Yee

DAMisc documentation built on Jan. 12, 2022, 1:07 a.m.