Additional arguments that can be passed to the estimation of the
lambda parameter (lower, upper, epsilon)
object
an object of class 'boxcox'
newdata
a vector of data to be (reverse) transformed
inverse
if TRUE, performs reverse transformation
Value
A list of class boxcox with elements
x.t
transformed
original data
x
original data
mean
mean of vector post-BC
transformation
sd
sd of vector post-BC transformation
lambda
estimated lambda value for skew transformation
n
number of nonmissing observations
norm_stat
Pearson's P / degrees of freedom
The predict function returns the numeric value of the transformation
performed on new data, and allows for the inverse transformation as well.
Details
boxcox estimates the optimal value of lamda for the Box-Cox
transformation. This transformation can be performed on new data, and
inverted, via the predict function.
The function will return an error if a user attempt to transform nonpositive
data.
References
Box, G. E. P. and Cox, D. R. (1964) An analysis of
transformations. Journal of the Royal Statistical Society B, 26, 211-252.