Box-Cox Transformations for Linear Models

Usage

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

Arguments

model 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.

Description

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

Value

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

Side Effects

If plotit = T plots loglik vs lambda and indicates a 95% confidence interval about the maximum observed value of lambda. If interp = T, spline interpolation is used to give a smoother plot.

Examples

data(trees)
boxcox(volume ~ log(height) + log(diam), data = trees, 
       lambda = seq(-0.25, 0.25, length = 10))


[Package Contents]