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MathGroup Archive 2000

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AW: Box-Cox transformations

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23511] AW: [mg23479] Box-Cox transformations
  • From: Wolf Hartmut <hwolf at debis.com>
  • Date: Tue, 16 May 2000 02:44:57 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

my answer is below

	Von:	David Alan Paul [SMTP:david_alan_paul at yahoo.com]
	Gesendet am:	Samstag, 13. Mai 2000 04:54
	An:	mathgroup at smc.vnet.net
	Betreff:	[mg23479] 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.


	Dear David Paul,

	what you have to do is to treat your variables and starting values
as objects of their own.
	_Somewhere_ you have to specify them, e.g. as

	vars = {x, y, z};    (* these must be symbols without a value *)

	starts = {x0, y0, z0};   (* these are the starting points,
substitute directly or give the x0,... a value respectively *)


	FindMinimum[function, ##] & @@ Transpose[{vars, starts}]

	FindMinimum::"fmns": "Starting value \!\(x0\) in \!\({x, x0}\) is
not a real \
	number."

	(* the error was provoked to see the following: *)

	FindMinimum[function, {x, x0}, {y, y0}, {z, z0}]


	Kind regards,  Hartmut 



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