Estimation of the Box-Cox transformation {Rfast}

Estimation of the Box-Cox transformation

Description

Estimation of the Box-Cox transformation.

Usage

bc(x, low = -1, up = 1)

Arguments

x

A numerical vector with strictly positive values.

low

The lowest value to search for the best \lambda parameter.

up

The highest value to search for the best \lambda parameter.

Details

The functions estimates the best \lambda in the Box-Cox power transformation.

Value

The optimal value of \lambda.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]>

References

Box George E. P. and Cox D. R. (1964). An analysis of transformations. Journal of the Royal Statistical Society, Series B, 26 (2):211-252.

See Also

correls, auc

Examples

x <- exp(rnorm(1000))
res<-bc(x)