boxcoxTransform {envoutliers}

Box-Cox transformation of data - Only intended for developer use

Description

Performs Box-Cox power transformation of the data. The optimal value of power parameter is selected based on profile log-likelihoods. The function is called by KRDetect.outliers.changepoint and is not intended for use by regular users of the package.

Usage

boxcoxTransform(x)

Arguments

x

a numeric vector of data values.

Details

This function computes the Box-Cox power transformation of the data. The function is exported for developer use only. It does not perform any checks on inputs since it is only a convenience function for a transformation of data to normality. The optimal value of a power parameter is estimated based on profile log-likelihoods calculated using boxcox function implemented in MASS package.

Value

A list is returned with elements:

lambda

a numeric value giving power parameter

x

a numeric vector of data values

x.transformed

a numeric vector of transformed data

References

Box G, Cox D (1964). An analysis of transformations. Journal of the Royal Statistical Society: Series B, 26, 211–234.

Venables WN, Ripley BD (2002). Modern Applied Statistics with S. New York, fourth edition. ISBN 0-387-95457-0, URL http://www.stats.ox.ac.uk/pub/MASS4.