[R] Re: your mail

Jim Lindsey jlindsey at alpha.luc.ac.be
Thu Feb 3 10:13:23 CET 2000


> On Wed, 2 Feb 2000, Adriane Leal wrote:
> 
> > I'd like to perform a box-cox transformation to a data set and also plot
> > lambda versus L(lambda) using R. Does anybody knows how can I do such a
> > thing? 

gnlr3 in my gnlm library does both linear and nonlinear models with
Box-Cox transformation. However, it is somewhat nonstandard as it
renormalizes to obtain a true density whereas the standard
transformation creates a function that is not a density because of the
constraint that only positive values can be transformed but the normal
distribution is on the whole real line. Jim
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