R: Parameter Estimation for the Box-Cox Transformation

boxcoxfit {geoR} | R Documentation

## Parameter Estimation for the Box-Cox Transformation

### Description

Parameter estimation and plotting of the results for the Box-Cox transformed normal distribution.

### Usage

    boxcoxfit(object, xmat, lambda, lambda2 = NULL, add.to.data = 0, ...)

    ## S3 method for class 'boxcoxfit'
    print(x, ...)

    ## S3 method for class 'boxcoxfit'
    plot(x, hist = TRUE, data = eval(x$call$object), ...)

    ## S3 method for class 'boxcoxfit'
    lines(x, data = eval(x$call$object), ...)

### Arguments

`object` | a vector with the data.
`xmat` | a matrix with covariates values. Defaults to `rep(1, length(y))`.
`lambda` | numerical value(s) for the transformation parameter lambda. Used as the initial value in the function for parameter estimation. If not provided default values are assumed. If multiple values are passed the one with highest likelihood is used as initial value.
`lambda2` | logical or numerical value(s) of the additional transformation (see DETAILS below). Defaults to `NULL`. If `TRUE` this parameter is also estimated and the initial value is set to the absolute value of the minimum data. A numerical value is provided it is used as the initial value. Multiple values are allowed as for `lambda`.
`add.to.data` | a constant value to be added to the data.
`x` | a list, typically an output of the function `boxcoxfit`.
`hist` | logical indicating whether histograms should to be plotted.
`data` | data values.
`...` | extra parameters to be passed to the minimization function `optim` (`boxcoxfit`), `hist` (`plot`) or `curve` (`lines`).

### Value

The functions returns the following results:

`boxcoxfit` | a list with estimated parameters and results on the numerical minimization.
`print.boxcoxfit` | print estimated parameters. No values returned.
`plot.boxcoxfit` | plots histogram of the data (optional) and the model. No values returned. This function is only valid if covariates are not included in `boxcoxfit`.
`lines.boxcoxfit` | adds a line with the fitted model to the current plot. No values returned. This function is only valid if covariates are not included in `boxcoxfit`.

### Author(s)

Paulo Justiniano Ribeiro Jr. paulojus@leg.ufpr.br,
Peter J. Diggle p.diggle@lancaster.ac.uk.

### References

Box, G.E.P. and Cox, D.R.(1964) An analysis of transformations. JRSS B 26:211–246.

### See Also

`rboxcox` and `dboxcox` for the expression and more on the Box-Cox transformation, the minimization function `optim`, the function `boxcox` in the package MASS and the function `box.cox` in the package car.

### Examples

    set.seed(384)
    ## Simulating data
    simul <- rboxcox(100, lambda=0.5, mean=10, sd=2)
    ## Finding the ML estimates
    ml <- boxcoxfit(simul)
    ml
    ## Ploting histogram and fitted model
    plot(ml)
    ##
    ## Comparing models with different lambdas,
    ## zero  means and unit variances
    curve(dboxcox(x, lambda=-1), 0, 8)
    for(lambda in seq(-.5, 1.5, by=0.5))
      curve(dboxcox(x, lambda), 0, 8, add = TRUE)
    ##
    ## Another example, now estimating lambda2
    ##
    simul <- rboxcox(100, lambda=0.5, mean=10, sd=2)
    ml <- boxcoxfit(simul, lambda2 = TRUE)
    ml
    plot(ml)
    ##
    ## An example with a regression model
    ##
    boxcoxfit(object = trees[,3], xmat = trees[,1:2])

[Package geoR version 1.7-5.2 Index]