Box-Cox transformations
- To: mathgroup at smc.vnet.net
- Subject: [mg23479] Box-Cox transformations
- From: David Alan Paul <david_alan_paul at yahoo.com>
- Date: Fri, 12 May 2000 22:54:19 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
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 yahoo.com>
___________________________
__________________________________________________
Do You Yahoo!?
Send instant messages & get email alerts with Yahoo! Messenger.
http://im.yahoo.com/