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stats/

boxcox.pro

Routines

result = get_w(lambda)

compute the "w" parameter for boxcox (utility routine)

result = boxcox(x, y [, double=double] [, PLOT=PLOT] [, RANGE=RANGE] [, SUBTITLE=SUBTITLE])

determine the Cox transformation that makes the data most normal from Applied linear statistical models Neter, Kutner, et al.

Routine details

topget_w

result = get_w(lambda)

compute the "w" parameter for boxcox (utility routine)

Return value

the w parameter from boxcox

Parameters

lambda in required

lambda parameter from boxcox

Statistics

Lines: 14
McCabe complexity:

topboxcox

Stats

result = boxcox(x, y [, double=double] [, PLOT=PLOT] [, RANGE=RANGE] [, SUBTITLE=SUBTITLE])

determine the Cox transformation that makes the data most normal from Applied linear statistical models Neter, Kutner, et al. pp 133

BOXCOX: contains the data passed in to then make it availiable to the utility routine get_w

all the Y values must be positive and non-zero

Return value

structure containing: 'minsse' - the minimum sse 'lambda' - the Cox transformation where that is true

Parameters

x in required

the 'x' values

y in required

the 'y' values (must be the same length as x)

Keywords

double in optional

do the calculation in double precision

PLOT in optional

plot a diagnostic plot

RANGE in optional

the range of Cox transformations to search for the answer, default [-2,2]

SUBTITLE in optional

set the subtitle for the diagnostic plot

Examples

x=findgen(10) y=randomn(seed, 10) y-=min(y)-0.1 ans = boxcox(x, y) help, ans, /str ** Structure <1eaa814>, 2 tags, length=8, data length=8, refs=1: MINSSE FLOAT 4.78825 LAMBDA FLOAT Array[1] print, ans.lambda 0.700000

Author information

History:

Tue Jan 22 14:11:45 2008, Brian Larsen documented and fixed up

Statistics

Lines: 31
McCabe complexity:

File attributes

Modifcation date: Mon Sep 22 12:40:38 2008
Lines: 127