Home » date » 2007 » Nov » 04 » attachments | |||||||||||||||||||||||||||||||||||||||||||
WS5Q4 | |||||||||||||||||||||||||||||||||||||||||||
R Software Module: rwasp_boxcoxnorm.wasp (opens new window with default values) | |||||||||||||||||||||||||||||||||||||||||||
Title produced by software: Box-Cox Normality Plot | |||||||||||||||||||||||||||||||||||||||||||
Date of computation: Sat, 03 Nov 2007 18:38:34 -0700 | |||||||||||||||||||||||||||||||||||||||||||
Cite this page as follows: | |||||||||||||||||||||||||||||||||||||||||||
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/04/t339wstxvhiz8fz1194140200.htm/, Retrieved Sun, 04 Nov 2007 02:36:44 +0100 | |||||||||||||||||||||||||||||||||||||||||||
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Dataseries X: | |||||||||||||||||||||||||||||||||||||||||||
» Textbox « » Textfile « » CSV « | |||||||||||||||||||||||||||||||||||||||||||
2527 2194 3200 2716 2726 2352 2695 2649 2065 2639 2537 2292 2710 2312 3090 2675 2811 2666 2937 2615 2229 2479 2419 2406 2558 2098 3313 2799 2401 3022 2505 2978 2209 2469 2592 2450 2230 2371 3125 2800 2639 2785 2617 2804 2191 2321 2527 2410 2260 2152 3228 2293 2713 2731 2315 2728 1911 2388 2482 1958 | |||||||||||||||||||||||||||||||||||||||||||
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Output produced by software: | |||||||||||||||||||||||||||||||||||||||||||
| Charts produced by software: |
| Parameters: | | R code (references can be found in the software module): | n <- length(x)
| c <- array(NA,dim=c(401)) l <- array(NA,dim=c(401)) mx <- 0 mxli <- -999 for (i in 1:401) { l[i] <- (i-201)/100 if (l[i] != 0) { x1 <- (x^l[i] - 1) / l[i] } else { x1 <- log(x) } c[i] <- cor(qnorm(ppoints(x), mean=0, sd=1),x1) if (mx < c[i]) { mx <- c[i] mxli <- l[i] } } c mx mxli if (mxli != 0) { x1 <- (x^mxli - 1) / mxli } else { x1 <- log(x) } bitmap(file='test1.png') plot(l,c,main='Box-Cox Normality Plot',xlab='Lambda',ylab='correlation') mtext(paste('Optimal Lambda =',mxli)) grid() dev.off() bitmap(file='test2.png') hist(x,main='Histogram of Original Data',xlab='X',ylab='frequency') grid() dev.off() bitmap(file='test3.png') hist(x1,main='Histogram of Transformed Data',xlab='X',ylab='frequency') grid() dev.off() bitmap(file='test4.png') qqnorm(x) grid() mtext('Original Data') dev.off() bitmap(file='test5.png') qqnorm(x1) grid() mtext('Transformed Data') dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Box-Cox Normality Plot',2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'# observations x',header=TRUE) a<-table.element(a,n) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'maximum correlation',header=TRUE) a<-table.element(a,mx) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'optimal lambda',header=TRUE) a<-table.element(a,mxli) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab') | Copyright
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