<< boxcox Box-Cox boxcoxinverse >>

stixbox >> stixbox > Box-Cox > boxcoxestimate

boxcoxestimate

Search optimal lambda

Calling Sequence

[lambdaopt,loglikeopt] = boxcoxestimate(data)
[lambdaopt,loglikeopt] = boxcoxestimate(data,lambda0)

Parameters

data :

a m-by-1 matrix of doubles, greater or equal to zero, the data to transform

lambda0 :

a double, the initial value of lambda (default = 0)

lambdaopt :

a double, the optimal lambda

loglikeopt :

a double, the optimal value of the log-likelihood

Description

boxcoxestimate maximizes the log-likelihood of the Box-Cox transformation using a 1D optimization. The value of lambda which maximizes the log-likelihood is returned. The log-likelihood is evaluated by the boxcoxloglikelihood function.

Examples

data = [0.15 0.09 0.18 0.10 0.05 0.12 0.08];
[lambdaopt,loglikeopt] = boxcoxestimate(data)
[lambdaopt,loglikeopt] = boxcoxestimate(data,2)

Authors


Report an issue
<< boxcox Box-Cox boxcoxinverse >>