ao: Transformations

Description

Functions used in quantile regression transformation models

Usage

ao(theta, lambda, symm = TRUE, omega = 0.001)
invao(x, lambda, symm = TRUE, replace = TRUE)
bc(x, lambda)
invbc(x, lambda, replace = TRUE)
mcjI(x, lambda, symm = TRUE, dbounded = FALSE, omega = 0.001)
invmcjI(x, lambda, symm = TRUE, dbounded = FALSE)
mcjII(x, lambda, delta, dbounded = FALSE, omega = 0.001)
invmcjII(x, lambda, delta, dbounded = FALSE)

Arguments

Value

Transformed or back-transformed values.

Details

These functions transform (back-transform) x or theta conditional on the parameters lambda and theta, using the Box--Cox (bc), Aranda-Ordaz (ao), Proposal I (mcjI) and Proposal II (mcjII) transformations.

References

Aranda-Ordaz FJ. On two families of transformations to additivity for binary response data. Biometrika 1981;68(2):357-363. Box GEP, Cox DR. An analysis of transformations. Journal of the Royal Statistical Society Series B-Statistical Methodology 1964;26(2):211-252. Geraci M and Jones MC. Improved transformation-based quantile regression. Canadian Journal of Statistics 2015;43(1):118-132. Jones MC. Connecting distributions with power tails on the real line, the half line and the interval. International Statistical Review 2007;75(1):58-69.