| box.cox {car} | R Documentation |
Compute the Box-Cox power transformation of a variable.
box.cox(x, p, start=0) bc(x, p, start=0)
x |
numeric vector to transform. |
p |
power (0 = log); if p is a vector then a matrix
of transformed values with columns labelled by powers will be
returned. |
start |
constant to be added to each value of x prior
to transformation. |
Computes x' = (x^p - 1)/p for p != 0 and x' = log(x) for p = 0.
The values of x must all be positive; if not, a start should
be added to each value to make all the values positive. The function will
automatically compute the start and print a warning, if necessary.
bc is just an abbreviation for box.cox.
a vector or matrix of transformed values.
These functions do not compute the maximum-likelihood estimate for a Box-Cox
normalizing transformation. See box.cox.powers for estimating unconditional
univariate and multivariate Box-Cox transformations, and boxcox in the
MASS package for estimating the Box-Cox transformation of the response in a
linear model.
John Fox jfox@mcmaster.ca
Atkinson, A. C. (1985) Plots, Transformations, and Regression Oxford.
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26, 211–246.
Fox, J. (1997) Applied Regression, Linear Models, and Related Methods. Sage.
boxcox, box.cox.var,
box.cox.powers, box.cox.axis
box.cox(1:10, 2) ## [1] 0.0 1.5 4.0 7.5 12.0 17.5 24.0 31.5 40.0 49.5 box.cox(1:5, c(0,2)) ## 0 2 ## [1,] 0.0000000 0.0 ## [2,] 0.6931472 1.5 ## [3,] 1.0986123 4.0 ## [4,] 1.3862944 7.5 ## [5,] 1.6094379 12.0 box.cox(-5:5, 2) ## [1] 0.0 1.5 4.0 7.5 12.0 17.5 24.0 31.5 40.0 49.5 60.0 ## Warning message: ## start = 6 added to data prior to transformation in: box.cox(-5:5, 2) options(digits=4) box.cox(-5:5, 0, start=6) ## [1] 0.0000 0.6931 1.0986 1.3863 1.6094 1.7918 1.9459 2.0794 2.1972 ## [10] 2.3026 2.3979