Box-Cox Transformations for Linear Models

DESCRIPTION:

Computes and optionally plots profile log-likelihoods for the parameter of the Box-Cox power transformation.

USAGE:

boxcox(object, lambda, plotit, interp, eps, xlab, ylab, ...)

REQUIRED ARGUMENTS:

object
a formula or fitted model object. Currently only lm and aov objects are handled.

OPTIONAL ARGUMENTS:

lambda
vector of values of lambda --- default (-2, 2) in steps of 0.1.
plotit
logical which controls whether the result should be plotted. Default to true if a graphics device is currently open.
interp
logical which controls whether spline interpolation is used. Default is T if plotting with lambda of length less than 100.
eps
Tolerance for lambda = 0; defaults to 0.02.
xlab
defaults to "lambda".
ylab
defaults to "log-Likelihood".
...
additional parameters to be used in the model fitting.

VALUE:

A list of the lambda vector and the computed profile log-likelihood vector, invisibly if the result is plotted.

SIDE EFFECTS:

If plotit = T plots loglik vs lambda and indicates a 95% confidence interval about the maximum observed value of lambda . If interp = T , spline interpolation is used to give a smoother plot.

EXAMPLES:

boxcox(volume ~ log(height) + log(diam), data = trees,
       lambda = seq(-0.25, 0.25, length = 10))
boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine, singular.ok = T,
 lambda = seq(-0.05, 0.45, len = 20))