Box-Cox lambda by the probability plot correlation

Correlates the sorted transform (x^lambda - 1) / lambda (log x at 0) with the qqnorm quantiles qnorm(ppoints(n)) for each candidate and returns the maximiser (Hedderich, Sachs & Reynarowych 2023, eq 7.27 and its bcplot).

Usage

bcppcc(x, lambdas = NULL)

Arguments

x

Positive data.

lambdas

Candidates, default seq(-5, 2, by = 0.1).

Value

Named list: lambda, cor, lambdas.

References

Box, G. E. P. & Cox, D. R. (1964). JRSS B 26, 211-252.

Examples

bcppcc(c(20, 22, 24, 21, 19, 30, 40, 23, 24, 25, 19))$lambda
#> [1] -3