powtran {alr3} | R Documentation |
powtran
computes members of families of transformations indexed by one
parameter, the Box-Cox power family, or the Yeo and Johnson (2000) family, or the
basic power family, interpreting zero power as logarithmic.
The family can be modified to have Jacobian one, or not, except for the basic
power family.
powtran(U, lambda,family,modified) ## Default S3 method: powtran(U, lambda,family="box.cox",modified=TRUE) ## S3 method for class 'bctrans' powtran(U, lambda=coef(U), family=U$family,modified=FALSE) ## S3 method for class 'matrix' powtran(U, lambda, family="power",modified=FALSE) ## S3 method for class 'data.frame' powtran(U, lambda, family="power",modified=FALSE)
U |
U can be a vector, a matrix, a data.frame, or an object of type bctrans. Missing values are permitted. U must be strictly positive unless family=“yeo.johnson”. |
lambda |
The transformation parameter, typically a value between -2 and 2. For U of type matrix, data.frame, or bctrans, lambda must be a vector with the same number of elements as U has columns. lambda has no default, except for objects for type bctrans where the default is the value computed by bctrans. |
family |
The transformation family to be used. See the details below. |
modified |
TRUE to divide by the Jacobian, as need to transform the response, FALSE for no division. The default is TRUE except for objects of type bctrans, where the default is FALSE. |
The Box-Cox family of scaled power transformations, family="box.cox"
,
equals (U^(lambda)-1)/lambda
for lambda not equal to zero, and
log(U) if lambda = 0.
If family="yeo.johnson"
then the Yeo-Johnson transformations are used.
This is is Box-Cox transformation of U+1 for nonnegative values,
and of |U|+1 with parameter 2-lambda for U negative.
The basic power transformation is simply U^lambda if lambda not zero, and log(U) otherwise.
If modified=TRUE
, then the scaled transformations are divided by the
Jacobian, which is a function of the geometric mean.
For U a vector, matrix or data.frame, returns an object of the same type as U of transformed values. For class bctrans, returns an object of the same class and shape as U\$X.
Sanford Weisberg, sandy@stat.umn.edu
Weisberg, S. (2005). Applied Linear Regression, third edition. New York: Wiley, Chapter 7.
Yeo, In-Kwon and Johnson, Richard (2000). A new family of power transformations to improve normality or symmetry. Biometrika, 87, 954-959.
inv.tran.plot
, bctrans
,
inv.res.plot
,tran.family
.
data(ufcwc) attach(ufcwc) powtran(Height,lambda=0) inv.tran.plot(Dbh,Height, lam = c(-1, 0, 1), family="box.cox") summary(ans <- bctrans1(cbind(Dbh,Height))) # bctrans1 is used for a matrix input plot(ans)