boxcox {MASS}

Box-Cox Transformations for Linear Models
Package:
MASS
Version:
7.3-29

Description

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

Usage

```boxcox(object, ...)

## S3 method for class 'default':
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", ...))

```

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.
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.

Values

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 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.

References

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.

Examples

```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))```

Documentation reproduced from package MASS, version 7.3-29. License: GPL-2 | GPL-3