optimBoxCox: Multivariate Unconditional Box-Cox Transformations

In USGS-R/smwrStats: R functions to support statistical methods in water resources

Multivariate Unconditional Box-Cox Transformations

Description

Computes Box-Cox transformations that maximimize the log likelihood of the transformations.

Usage

optimBoxCox(X, start = NULL)

Arguments

X	a data frame or matrix of the data to find the optimized Box-Cox transforms to produce multivariate normality. Can also be a numeric vector for a simple Box-Cox transform to normality.
start	a numeric vector of length matching the number of columns in X to provide starting values for the Box-Cox transforms.

Value

An object of class "optimBoxCox" having these components:

start	the starting values for the Box-Cox transformations.
criterion	the log-likelihood of the Box-Cox transformations.
names	the names of the columns.
lambda	the values of the Box-Cox transformations.
stderr	the standard errors of the Box-Cox transformations.
return.code	the convergence value returned by optim.
gm	the geometric means of the data in X.
data	the data in X with missing values removed.

Note

The maximum likelihood estimate of the Box-Cox transformations corresponds to the minimum determinant of the variance-covariance matrix of the transformed X. The methodology is described in Andrews and others (1971).

References

Andrews, D.F., Gnanadesikan, R., and Warner, J.L., 1971, Transformations of multivariate data: Biometrics, v. 27, p. 825–840.

See Also

boxCox, optim

USGS-R/smwrStats documentation built on Oct. 11, 2022, 6:15 a.m.