boxcox: Box-Cox transformation for linear models

In trafo: Estimation, Comparison and Selection of Transformations

Description

The function transforms the dependent variable of a linear model using the Box-Cox transformation. The transformation parameter can either be estimated using different estimation methods or given. The Box-Cox transformation is only defined for positive response values. In case the response contains zero or negative values a shift is automatically added such that y + shift > 0.

Usage

boxcox(object, lambda = "estim", method = "ml", lambdarange = c(-2,
  2), plotit = TRUE)

Arguments

object	an object of type lm.
lambda	either a character named "estim" if the optimal transformation parameter should be estimated or a numeric value determining a given value for the transformation parameter. Defaults to "estim".
method	a character string. Different estimation methods can be used for the estimation of the optimal transformation parameter: (i) Maximum likelihood approach ("ml"), (ii) Skewness minimization ("skew"), (iii) Kurtosis optimization ("kurt"), (iv) Divergence minimization by Kolmogorov-Smirnov ("div.ks"), by Cramer-von-Mises ("div.cvm") or by Kullback-Leibler ("div.kl"). Defaults to "ml".
lambdarange	a numeric vector with two elements defining an interval that is used for the estimation of the optimal transformation parameter. Defaults to c(-2, 2).
plotit	logical. If TRUE, a plot that illustrates the optimal transformation parameter or the given transformation parameter is returned. Defaults to TRUE.

Value

An object of class trafo. Methods such as as.data.frame.trafo and print.trafo can be used for this class.

References

Box GEP, Cox DR (1964). An Analysis of Transformations. Journal of the Royal Statistical Society B, 26(2), 211-252.

Examples

# Load data
data("cars", package = "datasets")

# Fit linear model
lm_cars <- lm(dist ~ speed, data = cars)

# Transform dependent variable using skewness minimization
boxcox(object = lm_cars, method = "skew", plotit = FALSE)

Example output

Registered S3 method overwritten by 'pryr':
  method      from
  print.bytes Rcpp
Box-Cox Transformation 

Estimation method:  skew  
Optimal parameter:  0.1784721  
Skewness:  6.152055e-05 

Summary of transformed variables 
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
 0.7378  4.4191  5.0184  5.0224  5.8899  7.5644 

trafo documentation built on May 2, 2019, 2:13 p.m.