lsTransform {Transform} | R Documentation |
Log-shift Transformation for Normality
Description
lsTransform
performs Log-shift transformation for normality of a variable and provides graphical analysis.
Usage
lsTransform(data, lambda = seq(-3,3,0.01), plot = TRUE, alpha = 0.05,
verbose = TRUE)
Arguments
data |
a numeric vector of data values. |
lambda |
a vector which includes the sequence of candidate lambda values. Default is set to (-3,3) with increment 0.01. |
plot |
a logical to plot histogram with its density line and qqplot of raw and transformed data. Defaults plot = TRUE. |
alpha |
the level of significance to check the normality after transformation. Default is set to alpha = 0.05. |
verbose |
a logical for printing output to R console. |
Details
Denote y
the variable at the original scale and y'
the transformed variable. The Log-shift power transformation is defined by:
y' = \log({y + \lambda })
Value
A list with class "ls" containing the following elements:
method |
method to estimate Log-shift transformation parameter |
lambda.hat |
estimate of Log-shift transformation parameter |
statistic |
Shapiro-Wilk test statistic for transformed data |
p.value |
Shapiro-Wilk test p.value for transformed data |
alpha |
level of significance to assess normality |
tf.data |
transformed data set |
var.name |
variable name |
Author(s)
Muge Coskun Yildirim, Osman Dag
References
Asar, O., Ilk, O., Dag, O. (2017). Estimating Box-Cox Power Transformation Parameter via Goodness of Fit Tests. Communications in Statistics - Simulation and Computation, 46:1, 91–105.
Feng, Q., Hannig, J., Marron, J. (2015). A Note on Automatic Data Transformation. Stat, 5:1, 82–7.
Examples
data <- cars$dist
library(Transform)
out <- lsTransform(data)
out$lambda.hat # the estimate of Log-shift parameter based on Shapiro-Wilk test statistic
out$p.value # p.value of Shapiro-Wilk test for transformed data
out$tf.data # transformed data set