boxCoxTransform

This function applies the Box-Cox transformation to the columns of a numeric matrix.

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

boxCoxTransform function

<dl><dt>data</dt>
<dd>A numeric matrix to be transformed.</dd>
<dt>lambdas</dt>
<dd>A numeric vector, a single number, NA, or NULL indicating the lambda parameter(s) for the Box-Cox transformation.
Use <code>NULL</code> for no transformation, <code>NA</code> for estimating the lambda parameter for each variable,
a single number for equal lambda parameter for all variables, and a numeric vector for distinct lambda parameters for the corresponding variables.</dd>
<dt>...</dt>
<dd>additional parameters for <code><a href="/link/MASS%3A%3Aboxcox?package=ldt&version=0.5.3" data-mini-rdoc="ldt::MASS::boxcox">MASS::boxcox</a></code> function.</dd></dl>

Arguments

Box-Cox Transformation of Numeric Matrix — boxCoxTransform

<dl>

<dt>data</dt>
<dd>A numeric matrix to be transformed.</dd>


<dt>lambdas</dt>
<dd>A numeric vector, a single number, NA, or NULL indicating the lambda parameter(s) for the Box-Cox transformation.
Use <code>NULL</code> for no transformation, <code>NA</code> for estimating the lambda parameter for each variable,
a single number for equal lambda parameter for all variables, and a numeric vector for distinct lambda parameters for the corresponding variables.</dd>


<dt>...</dt>
<dd>additional parameters for <code><a href='https://rdrr.io/pkg/MASS/man/boxcox.html'>MASS::boxcox</a></code> function.</dd>

</dl>

boxCoxTransform: Box-Cox Transformation of Numeric Matrix

Description

Usage

Value

Arguments

Examples