hboxcox {event} | R Documentation |
This function provides information about the Box-Cox
distribution with location parameter equal to m
, dispersion
equal to s
, and power transformation equal to f
: log hazard.
(See 'rmutil' for the d/p/q/r boxcox functions density,
cumulative distribution, quantiles, and random generation).
The Box-Cox distribution has density
f(y) =
\frac{1}{\sqrt{2 \pi \sigma^2}} \exp(-((y^\nu/\nu-\mu)^2/(2 \sigma^2)))/
(1-I(\nu<0)-sign(\nu)*pnorm(0,\mu,sqrt(\sigma)))
where \mu
is the location parameter of the distribution,
\sigma
is the dispersion, \nu
is the family
parameter, I()
is the indicator function, and y>0
.
\nu=1
gives a truncated normal distribution.
hboxcox(y, m, s, f)
y |
vector of responses. |
m |
vector of location parameters. |
s |
vector of dispersion parameters. |
f |
vector of power parameters. |
J.K. Lindsey
dnorm
for the normal or Gaussian distribution.
hboxcox(2, 5, 5, 2)