Computes the approximate score test statistic for the Box-Cox transformation
score.s(x, y, la, tol = 1e-20)
lambda.mle(x, y, init = c(-2, 2), tol = 1e-04)Return a list with two components:
the value of the score test statistic
the value of the likelihood
a matrix or data frame containing the explanatory variables.
the response: a vector of length the number of rows of x.
the value of the lambda parameter.
tolerance value used to check for full rank matrix.
range of values to search for MLE.
Originally written for S-Plus by:
Kjell Konis kkonis@insightful.com and Marco Riani mriani@unipr.it
Ported to R by Luca Scrucca luca@stat.unipg.it
See pag. 82--86 of Atkinson and Riani (2000).
Atkinson, A.C. and Riani, M. (2000), Robust Diagnostic Regression Analysis, First Edition. New York: Springer, Chapter 4.
fwdsco, fwdlm, fwdglm.