boxcox {MASS}R Documentation

Box-Cox Transformations for Linear Models

Description

Computes and optionally plots profile log-likelihoods for the parameter of the Box-Cox simple power transformation y^lambda.

Usage

boxcox(object, lambda, plotit, interp, eps, xlab, ylab, ...)

Arguments

object a formula or fitted model object. Currently only lm and aov objects are handled.
lambda vector of values of lambda – default (-2, 2) in steps of 0.1
plotit logical which controls whether the result should be plotted. Default to true if a graphics device is currently open.
interp logical which controls whether spline interpolation is used. Default to true if plotting with lambda of length less than 100.
eps Tolerance for lambda = 0; defaults to 0.02
xlab defaults to "lambda"
ylab defaults to "log-Likelihood"
... additional parameters to be used in the model fitting.

Value

A list of the lambda vector and the computed profile log-likelihood vector, invisibly if the result is plotted.

Side Effects

If plotit = TRUE plots loglik 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.

Examples

data(trees)
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))

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