R/dlTransform.R

In Transform: Statistical Transformations

dlTransform <- function(data, lambda = seq(0, 6, 0.01), plot = TRUE, alpha = 0.05, verbose = TRUE){
  
  dname<-deparse(substitute(data))
  
  data<-as.numeric(data)
  
  

  
  if (is.na(min(data))==TRUE) stop("Data include NA")
  if (min(data)<=0) stop("The dual transformation function only works if the data set contains positive values.")
  if (min(lambda)<0) stop("Lambda can not be negative values.")
  
  data <- data[data>0]
  
  store1 <- lapply(1:length(lambda), function(x) lambda[x])
  store2 <- lapply(1:length(lambda), function(x) if (store1[[x]] > 0) (data^store1[[x]]-data^(-store1[[x]]))/(2*store1[[x]]) else log(data))
  store3 <- lapply(1:length(lambda), function(x) shapiro.test(store2[[x]])$statistic)
  
  pred.lamb<-store1[[which.max(store3)]]
  method.name<-"Estimating Dual transformation parameter via Shapiro-Wilk test statistic"
  
  
  if (pred.lamb==max(lambda)) warning("Enlarge the range of the lambda")
  if (pred.lamb==min(lambda)) warning("Enlarge the range of the lambda")
  
  
  
  if (pred.lamb>0) data.transformed<-(data^pred.lamb-data^(-pred.lamb))/(2*pred.lamb)
  if (pred.lamb==0) data.transformed<-log(data)
  
  
  
  if(plot){
    
    
    oldpar<-par(mfrow=c(2,2))
    on.exit(par(oldpar))
    hist(data, xlab = dname, prob=TRUE, main = paste("Histogram of", dname))
    lines(density(data))
    hist(data.transformed, xlab = paste("Transformed", dname), prob=TRUE, main = paste("Histogram of tf", dname))
    lines(density(data.transformed))
    qqnorm(data, main = paste("Q-Q plot of", dname))
    qqline(data)
    qqnorm(data.transformed, main = paste("Q-Q plot of tf", dname))
    qqline(data.transformed)
    
    
  }
  
  
  
  statistic<-shapiro.test(data.transformed)$statistic
  pvalue<-shapiro.test(data.transformed)$p.value
  nortest.name<-"Shapiro-Wilk normality test"
  
  
  if (verbose){
    cat("\n"," Dual transformation", "\n", sep = " ")
    cat("-------------------------------------------------------------------", "\n\n", sep = " ")
    cat("  lambda.hat :", pred.lamb, "\n\n", sep = " ")
    cat("\n", "  ",nortest.name," for transformed data ", "(alpha = ",alpha,")", "\n", sep = "")
    cat("-------------------------------------------------------------------", "\n\n", sep = " ")
    cat("  statistic  :", statistic, "\n", sep = " ")
    cat("  p.value    :", pvalue, "\n\n", sep = " ")
    cat(if(pvalue > alpha){"  Result     : Transformed data are normal."}
        else {"  Result     : Transformed data are not normal."},"\n")
    cat("-------------------------------------------------------------------", "\n\n", sep = " ")
  }
  
  out<-list()
  out$method <- method.name
  out$lambda.hat <- as.numeric(pred.lamb)
  out$statistic <- as.numeric(statistic)
  out$p.value <- as.numeric(pvalue)
  out$alpha <- as.numeric(alpha)
  out$tf.data <- data.transformed
  out$var.name <- dname
  attr(out, "class") <- "dl"
  invisible(out)
  
  
}