| bct {TeachingDemos} | R Documentation |
Computes the Box-Cox transform of the data for a given value of lambda. Includes the scaling factor.
bct(y, lambda)
y |
Vector of data to be transformed. |
lambda |
Scalar exponent for transform (1 is linear, 0 is log). |
bct computes the Box-Cox family of transforms: y = (y^lambda -
1)/(lambda*gm^(lambda-1)), where gm is the geometric mean of the y's.
returns log(y)*gm when lambda equals 0.
A vector of the same length as y with the corresponding transformed values.
Greg Snow greg.snow@intermountainmail.org
vis.boxcox, vis.boxcoxu,
boxcox in package MASS, other implementations in various
packages
y <- rlnorm(500, 3, 2)
par(mfrow=c(2,2))
qqnorm(y)
qqnorm(bct(y,1/2))
qqnorm(bct(y,0))
hist(bct(y,0))
## The function is currently defined as
function(y,lambda){
gm <- exp( mean( log(y) ) )
if(lambda==0) return( log(y)*gm )
yt <- (y^lambda - 1)/( lambda * gm^(lambda-1) )
return(yt)
}