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Box-Cox transformations

  • To: mathgroup at
  • Subject: [mg23479] Box-Cox transformations
  • From: David Alan Paul <david_alan_paul at>
  • Date: Fri, 12 May 2000 22:54:19 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

I'm working on implementing multivariate Box-Cox transformations to
achieve approximate multivariate normality when the original data come
from the ArcSinh-multivariatenormal distribution.

My code works fine when I restrict myself to a particular dimension (say,
the bivariate case).  I do not know how to extend my functions/modules to
handle data of any dimension because the
FindMinimum[-LogLikelihood,{x,x0},{y,y0},...] command requires me to
specify {var,startingpoint} for every variable - and unless I assume a
particular dimensionality, I do not know how many of these specifications
to include.

Any help would be greatly appreciated.

-David Paul

David Alan Paul
<david_alan_paul at>

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