fifer (version 1.0)

boxcoxR: Transform data using a boxcox transformation

Description

This function takes a variable as input, computes the optimal lambda using a boxcox transformation, then returnes a transformed version of the variable.

Usage

boxcoxR(x, minval = 0.01, ...)

Arguments

x

a numerical vector

minval

before a transformation is performed, the variables must often be positive. This tells R what the minimum value should be. Defaults to .01.

...

additional parameters to be used in the model fitting.

Details

The MASS package has a function that computes the optimal lambda value for a particular regression equation. However, it currently (as of version 7.3-23) returns a lambda vector rather than the boxcox transformed variable. This function is a wrapper for boxcox that actually returns a vector that is a transformed version of the original variable.

References

Venables, W. N. & Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth Edition. Springer, New York. ISBN 0-387-95457-0

Examples

x = rnorm(100)^2
### use original boxcox function
boxcox(x~1, plot=FALSE) ## returns a vector of lambda values and their likelihoods
### use boxcoxR function
boxcoxR(x)