step_BoxCox {recipes} | R Documentation |
step_BoxCox
creates a specification of a recipe step that will
transform data using a simple Box-Cox transformation.
step_BoxCox(recipe, ..., role = NA, trained = FALSE, lambdas = NULL, limits = c(-5, 5), nunique = 5)
recipe |
A recipe object. The step will be added to the sequence of operations for this recipe. |
... |
One or more selector functions to choose which variables are
affected by the step. See |
role |
Not used by this step since no new variables are created. |
trained |
A logical to indicate if the quantities for preprocessing have been estimated. |
lambdas |
A numeric vector of transformation values. This is
|
limits |
A length 2 numeric vector defining the range to compute the transformation parameter lambda. |
nunique |
An integer where data that have less possible values will not be evaluate for a transformation. |
The Box-Cox transformation, which requires a strictly positive variable, can be used to rescale a variable to be more similar to a normal distribution. In this package, the partial log-likelihood function is directly optimized within a reasonable set of transformation values (which can be changed by the user).
This transformation is typically done on the outcome variable using the residuals for a statistical model (such as ordinary least squares). Here, a simple null model (intercept only) is used to apply the transformation to the predictor variables individually. This can have the effect of making the variable distributions more symmetric.
If the transformation parameters are estimated to be very closed to the
bounds, or if the optimization fails, a value of NA
is used and
no transformation is applied.
An updated version of recipe
with the
new step added to the sequence of existing steps (if any).
Sakia, R. M. (1992). The Box-Cox transformation technique: A review. The Statistician, 169-178..
step_YeoJohnson
recipe
prep.recipe
bake.recipe
rec <- recipe(~ ., data = as.data.frame(state.x77)) bc_trans <- step_BoxCox(rec, all_numeric()) bc_estimates <- prep(bc_trans, training = as.data.frame(state.x77)) bc_data <- bake(bc_estimates, as.data.frame(state.x77)) plot(density(state.x77[, "Illiteracy"]), main = "before") plot(density(bc_data$Illiteracy), main = "after")