Box-Cox {rmutil}R Documentation

The Box-Cox Distribution

Description

These functions provide information about the Box-Cox distribution with location parameter equal to m, dispersion equal to s, and power transformation equal to f. dboxcox gives the density, pboxcox gives the distribution function hboxcox gives the hazard function.

The Box-Cox distribution has density

f(y) = 1/sqrt(2 pi s^2) exp(-((y^f/f - mu)^2/(2 s^2)))/ (1-I(f<0)-sign(f)*pnorm(0,m,sqrt(s)))

where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.

f=1 gives a truncated normal distribution.

Usage

dboxcox(y, m, s, f)
pboxcox(q, m, s, f)
hboxcox(y, m, s, f)

Arguments

y vector of responses.
q vector of quantiles.
m vector of location parameters.
s vector of dispersion parameters.
f vector of power parameters.

Author(s)

J.K. Lindsey

See Also

dnorm for the normal or Gaussian distribution.

Examples

dboxcox(2, 5, 5, 2)
pboxcox(2, 5, 5, 2)


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