boxcox {MASS} | R Documentation |
Computes and optionally plots profile log-likelihoods for the parameter of the Box-Cox power transformation.
boxcox(object, ...) ## Default S3 method: boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, interp, eps = 1/50, xlab = expression(lambda), ylab = "log-Likelihood", ...) ## S3 method for class 'formula' boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, interp, eps = 1/50, xlab = expression(lambda), ylab = "log-Likelihood", ...) ## S3 method for class 'lm' boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, interp, eps = 1/50, xlab = expression(lambda), ylab = "log-Likelihood", ...)
object |
a formula or fitted model object. Currently only |
lambda |
vector of values of |
plotit |
logical which controls whether the result should be plotted. |
interp |
logical which controls whether spline interpolation is
used. Default to |
eps |
Tolerance for |
xlab |
defaults to |
ylab |
defaults to |
... |
additional parameters to be used in the model fitting. |
A list of the lambda
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% confidence interval about the maximum observed value
of lambda
. If interp = TRUE
, spline interpolation is
used to give a smoother plot.
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations (with discussion). Journal of the Royal Statistical Society B, 26, 211–252.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
boxcox(Volume ~ log(Height) + log(Girth), data = trees, lambda = seq(-0.25, 0.25, length = 10)) boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine, lambda = seq(-0.05, 0.45, len = 20))