[R-sig-Geo] Analytical covariance expression of backtransformed Box-Cox data
Anders Malmberg
andersm at maths.lth.se
Wed Jan 5 17:14:42 CET 2005
Dear Readers,
I have a question not related to R itself. It is of a theoretical
nature. I hope this
is ok.
I am facing the problem where some spatial data follows the Gaussian
distribution
after a Box-Cox transformation. I am using geoR and I understand that
geoR (in the latest version)
for lambda \neq 0 or 0.5 calculates the mean and variance through simulation
(using backtransform.moments()).
If X is original data and Y is Box-Cox transformed data for which I have
estimates of the parameters in exponential covariance function, then
it should be that (mean=0),
cov(X_i,X_j)=E(X_i X_j) = E(f(Y_i) f(Y_j))
where "f" is the inverse of the Box-Cox transform. But this turns out to
be quite messy.
Is it possible to find an analytical expression for any lambda?
Thanks in advance,
Anders
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