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Box-Cox transformations


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

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___________________________
David Alan Paul
<david_alan_paul at yahoo.com>
___________________________




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