Plot for optimal transformation parameter - linear models
Plot for optimal transformation parameter - linear models
plot_trafolm(lambdarange, lambdaoptim, measoptim, y, x, trafo, method, custom_func, custom_func_std)
Arguments
lambdarange: a numeric vector with two elements defining an interval that is used for the estimation of the optimal transformation parameter.
lambdaoptim: optimal or given transformation parameter.
measoptim: measure at the optimal transformation parameter.
y: dependent variable.
x: matrix of regressors
trafo: a character string that selects the transformation.
method: a character string. Different estimation methods can be used for the estimation of the optimal transformation parameter: (i) Maximum likelihood approach ("ml"), (ii) Skewness minimization ("skew"), (iii) Kurtosis optimization ("kurt"), (iv) Divergence minimization by Kolmogorov-Smirnov ("div.ks"), by Cramer-von-Mises ("div.cvm") or by Kullback-Leibler ("div.kl"). Defaults to "ml". In case of no and log transformation "NA" can be selected since no optimization is necessary for these two transformation types.