Description Usage Arguments Details Value Author(s) References See Also Examples
Computes and optionally plots profile log-likelihoods for the parameter of the
Box-Cox power family, the Yeo-Johnson power family, or for either of the parameters in a skew power family. This is a slight generalization of the
boxcox
function in the MASS package that allows for families of transformations
other than the Box-Cox power family.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | boxCox(object, ...)
## Default S3 method:
boxCox(object,
lambda = seq(-2, 2, 1/10), plotit = TRUE,
interp = plotit, eps = 1/50,
xlab=NULL, ylab=NULL,
family="bcPower",
param=c("lambda", "gamma"), gamma=NULL,
grid=TRUE, ...)
## S3 method for class 'formula'
boxCox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, ...)
## S3 method for class 'lm'
boxCox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, ...)
## S3 method for class 'lmerMod'
boxCox(object,
lambda = seq(-2, 2, 1/10), plotit = TRUE, interp = plotit, eps = 1/50,
xlab=NULL, ylab=NULL, family="bcPower",
param=c("lambda", "gamma"), gamma=NULL, grid=TRUE, ...)
|
object |
a formula or fitted model object of class |
lambda |
vector of values of lambda, with default (-2, 2) in steps of 0.1, where the profile log-likelihood will be evaluated. |
plotit |
logical which controls whether the result should be plotted; default |
interp |
logical which controls whether spline interpolation is used. Default to
|
eps |
Tolerance for lambda = 0; defaults to 0.02. |
xlab |
defaults to |
ylab |
defaults to |
family |
Defaults to |
param |
Relevant only to |
gamma |
For use when the |
grid |
If TRUE, the default, a light-gray background grid is put on the graph. |
... |
passes arguments from methods to the default, or from the default to |
This routine is an elaboration of the boxcox
function in the
MASS package. The first 7 arguments are the same as in boxcox
, and if the argument family="bcPower"
is used, the result is essentially identical to the function in MASS. Two additional families are the yjPower
and skewPower
families that allow a few values of the response to be non-positive.
The skew power family has two parameters: a power lambda and a start or location parameter gamma, and this function can be used to obtain a profile log-likelihood for either parameter with lambda as the default.
A list of the lambda (or possibly, gamma) vector and the computed profile log-likelihood vector,
invisibly if the result is plotted. If plotit=TRUE
plots log-likelihood vs
lambda and indicates a 95
lambda. If interp=TRUE
, spline interpolation is used to give a smoother plot.
Sanford Weisberg, <sandy@umn.edu>
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. Journal of the Royal Statisistical Society, Series B. 26 211-46.
Cook, R. D. and Weisberg, S. (1999) Applied Regression Including Computing and Graphics. Wiley.
Fox, J. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.
Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.
Hawkins, D. and Weisberg, S. (2015) Combining the Box-Cox Power and Genralized Log Transformations to Accomodate Negative Responses, submitted for publication.
Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley.
Yeo, I. and Johnson, R. (2000) A new family of power transformations to improve normality or symmetry. Biometrika, 87, 954-959.
boxcox
, yjPower
, bcPower
, skewPower
,
powerTransform
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