nlTransform {Transform}

Neglog Transformation for Normality

Description

nlTransform performs Neglog transformation for normality of a variable and provides graphical analysis.

Usage

nlTransform(data, plot = TRUE, alpha = 0.05, verbose = TRUE)

Arguments

data

a numeric vector of data values.

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 Neglog power transformation is defined by:

y' = Sign(y) \log(|y|+1)

Value

A list with class "nl" containing the following elements:

method

method name

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.

Whittaker, J., Whitehead, C., Somers, M. (2005). The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database. Journal of the Royal Statistical Society: Series C (Applied Statistics), 54:5, 863–78.

Examples

data <- cars$dist

library(Transform)
out <- nlTransform(data)
out$p.value # p.value of Shapiro-Wilk test for transformed data 
out$tf.data # transformed data set