nlTransform: 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)

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

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.

Author

Muge Coskun Yildirim, Osman Dag

Details

Denote $y$ the variable at the original scale and $y^{'}$ the transformed variable. The Neglog power transformation is defined by:

$y^{'} = S i g n (y) \log (| y | + 1)$

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

Run this code



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

Run the code above in your browser using DataLab

Data engineering and BI courses are free!