Package ‘boxcoxmix’

September 25, 2018

Type Package
Title Box-Cox-Type Transformations for Linear and Logistic Models with
Random Effects
Version 0.21
Date 2018-9-25
Author Amani Almohaimeed and Jochen Einbeck
Maintainer Amani Almohaimeed <amani.almohaimeed@gmail.com>
Depends R (>= 3.3.0)
Imports statmod(>= 1.4.27), qicharts(>= 0.5.4), npmlreg(>= 0.46-1)
Suggests nlme, mdscore, flexmix, utils
LazyLoad yes
Description Box-Cox-type transformations for linear and logistic models
with random effects using non-parametric profile maximum
likelihood estimation. The main functions are optim.boxcox()
and boxcoxtype().
License GPL (>= 3)
RoxygenNote 6.0.1
VignetteBuilder utils
NeedsCompilation no
Repository CRAN
Date/Publication 2018-09-25 16:40:03 UTC

R topics documented:
boxcoxmix-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
boxcoxtype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Kfind.boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
np.boxcoxmix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
np.estep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
optim.boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

1
2 boxcoxmix-package

plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
print.boxcoxmix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
tolfind.boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

Index 19

boxcoxmix-package Box-Cox-Type Transformations for Linear and Logistic Models with

Random Effects

Description
Box-Cox-type transformations for linear and logistic models with random effects using non-parametric
profile maximum likelihood estimation. The main functions are optim.boxcox() and boxcoxtype().

Details

Package: boxcoxmix
Type: Package
Version: 0.21
Date: 2018-9-25
License: GPL (>=3)

Author(s)

Amani Almohaimeed and Jochen Einbeck

References

Box G. and Cox D. (1964). An analysis of transformations. Journal of the Royal Statistical Society.
Series B (Methodological), pages 211-252.
Aitkin, M. A., Francis, B., Hinde, J., and Darnell, R. (2009). Statistical modelling in R. Oxford
University Press Oxford.
Jochen Einbeck, Ross Darnell and John Hinde (2014). npmlreg: Nonparametric maximum likeli-
hood estimation for random effect models. R package version 0.46-1.
R Core Team (2016). R: A language and environment for statistical computing. R Foundation for
Statistical Computing, Vienna, Austria. URL https://www.R-project.org/.
Maintainer: Amani Almohaimeed <amani.almohaimeed@gmail.com>
boxcoxtype 3

boxcoxtype Box-Cox-type link function for logistic mixed-effects Models

Description

The boxcoxtype() performs a grid search over the parameter Lambda for logistic mixed-effects
models and then optimizes over this grid, to calculate the maximum likelihood estimator of the
transformation.

Usage

boxcoxtype(formula, random = ~1, k = 3, trials = 1, data,

find.in.range = c(-2, 2), s = 20, plot.opt = 1,
random.distribution = "np", ...)

boxcoxpower(Lambda = 0)

binomial(link = boxcoxpower(0))

Arguments

formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
random a formula defining the random model. Set random= ~1 to model logistic-type
overdispersion model. For a two-level logistic-type model, set random= ~1|groups,
where groups are at the upper level.
k the number of mass points.
trials optional prior weights for the data. For Bernoulli distribution, set trials=1.
data a data frame containing variables used in the fixed and random effect models.
find.in.range search in a range of Lambda, with default (-2,2) in step of 0.1.
s number of points in the grid search of Lambda.
plot.opt Set plot.opt=1, to plot the profile log-likelihood against Lambda. if plot.opt=0,
no plot is printed.
random.distribution
the mixing distribution, Gaussian Quadrature (gq) or NPML (np) can be set.
... extra arguments will be ignored.
Lambda the power of the transformation
link the link function to be used.
4 boxcoxtype

Details
The Box-Cox transformation (Box & Cox, 1964) is applied to the logistic mixed-effects models
with an unspecified mixing distribution. The NPML estimate of the mixing distribution is known
to be a discrete distribution involving a finite number of mass-points and corresponding masses
(Aitkin et al., 2009). An Expectation-Maximization (EM) algorithm is used for fitting the finite
mixture distribution, one needs to specify the number of components k of the finite mixture in ad-
vance. This algorithm can be implemented using the npmlreg function alldist for the logistic-type
overdispersion model and the npmlreg function allvc for the two-level logistic-type model, setting
family = binomial(link = boxcoxpower(Lambda)) where Lambda is the value of the power
transformation. When k=1, the npmlreg function alldist() fits the logistic regression model with-
out random effects.
boxcoxtype() performs a grid search over the parameter Lambda and then optimizes over this grid,
to calculate the maximum likelihood estimator of the transformation. It produces a plot of the
profile likelihood function that summarises information concerning Lambda, including a vertical
line indicating the best value of Lambda that maximizes the profile log-likelihood.

Value
Maximum the best estimate of Lambda found.
objective the value of the profile log-likelihood corresponding to Maximum.
coef the vector of coefficients.
profile.loglik the profile log-likelihood of the fitted regression model.
fit the fitted alldist object from the last EM iteration.
aic the Akaike information criterion of the fitted regression model.
bic the Bayesian information criterion of the fitted regression model.
The other outcomes are not relevant to users and they are intended for internal use only.

Author(s)
Amani Almohaimeed and Jochen Einbeck

References
Box G. and Cox D. (1964). An analysis of transformations. Journal of the Royal Statistical Society.
Series B (Methodological), pages 211-252.
Aitkin, M. A., Francis, B., Hinde, J., and Darnell, R. (2009). Statistical modelling in R. Oxford
University Press Oxford.
Jochen Einbeck, Ross Darnell and John Hinde (2014). npmlreg: Nonparametric maximum likeli-
hood estimation for random effect models. R package version 0.46-1.

See Also
np.boxcoxmix, optim.boxcox, tolfind.boxcox, Kfind.boxcox.
Kfind.boxcox 5

Examples
#Beta blockers data
data("betablocker", package = "flexmix")
library(npmlreg)
betavc <-allvc(cbind(Deaths, Total - Deaths) ~ Treatment, data = betablocker,random=~1|Center,
k=3,random.distribution='np',family = binomial(link = boxcoxpower(0)))
betavc$disparity
#[1] 318.7211
betavc3 <-boxcoxtype(cbind(Deaths, Total - Deaths) ~ Treatment,random=~1|Center,
data = betablocker, find.in.range = c(-2,0.4),s=40,k=3,random.distribution='np')
#Maximum Profile Log-likelihood: -158.6025 at lambda= -0.56
betavc3$fit$disparity
#[1] 317.2049
betavc3$aic
#[1] 331.2049
betavc3$bic
#[1] 343.6942

Kfind.boxcox Grid search over K for NPML estimation of random effect and vari-
ance component models

Description
A grid search over the parameter K, to set the best number of mass-points.

Usage
Kfind.boxcox(formula, groups = 1, data, lambda = 1, EMdev.change = 1e-04,
steps = 500, find.k = c(2, 10), model.selection = "aic", start = "gq",
find.tol = c(0, 1.5), steps.tol = 15, ...)

Arguments
formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
groups the random effects. To fit overdispersion models , set groups = 1.
data a data frame containing variables used in the fixed and random effect models.
lambda a transformation parameter, setting lambda=1 means ’no transformation’.
EMdev.change a small scalar, with default 0.0001, used to determine when to stop EM algo-
rithm.
steps maximum number of iterations for the EM algorithm.
find.k search in a range of K, with default (2,10) in step of 1.
6 Kfind.boxcox

model.selection
Set model.selection="aic", to use Akaike information criterion as model se-
lection criterion or model.selection="bic", to use Bayesian information cri-
terion as model selection criterion.
start a description of the initial values to be used in the fitted model, Quantile-based
version "quantile" or Gaussian Quadrature "gq" can be set.
find.tol search in a range of tol, with default (0,1.5) in step of 1.
steps.tol number of points in the grid search of tol.
... extra arguments will be ignored.

Details

Not only the shape of the distribution causes the skewness it may due to the use of an insufficient
number of classes, K. For this, the Kfind.boxcox() function was created to search over a selected
range of K and find the best. For each number of classes, a grid search over tol is performed and the
tol with the lowest aic or bic value is considered as the optimal. Having the minimal aic or bic
values for a whole range of K that have been specified beforehand, the Kfind.boxcox() function
can find the best number of the component as the one with the smallest value. It also plots the
aic or bic values against the selected range of K, including a vertical line indicating the best value
of K that minimizes the model selection criteria. The full range of classes and their corresponding
optimal tol can be printed off from the Kfind.boxcox()’s output and used with other boxcoxmix
functions as starting points.

Value

MinDisparity the minimum disparity found.

Best.K the value of K corresponding to MinDisparity.
AllMinDisparities
a vector containing all minimum disparities calculated on the grid.
AllMintol list of tol values used in the grid.
All.K list of K values used in the grid.
All.aic the Akaike information criterion of all fitted regression models.
All.bic the Bayesian information criterion of all fitted regression models.

Author(s)

Amani Almohaimeed and Jochen Einbeck

See Also

tolfind.boxcox.
np.boxcoxmix 7

Examples
# Fabric data
data(fabric, package = "npmlreg")
teststr<-Kfind.boxcox(y ~ x, data = fabric, start = "gq", groups=1,
find.k = c(2, 3), model.selection = "aic", steps.tol=5)
# Minimal AIC: 202.2114 at K= 2

np.boxcoxmix Response Transformations for Random Effect and Variance Compo-

nent Models

Description
The function np.boxcoxmix() fits an overdispersed generalized linear model and variance compo-
nent models using nonparametric profile maximum likelihood.

Usage
np.boxcoxmix(formula, groups = 1, data, K = 3, tol = 0.5, lambda = 1,
steps = 500, EMdev.change = 1e-04, plot.opt = 1, verbose = TRUE,
start = "gq", ...)

Arguments
formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
groups the random effects. To fit overdispersion models , set groups = 1.
data a data frame containing variables used in the fixed and random effect models.
K the number of mass points.
tol a positive scalar (usually, 0< tol <= 2)
lambda a transformation parameter, setting lambda=1 means ’no transformation’.
steps maximum number of iterations for the EM algorithm.
EMdev.change a small scalar, with default 0.0001, used to determine when to stop EM algo-
rithm.
plot.opt Set plot.opt=1, to plot the disparity against iteration number. Use plot.opt=2
for tolfind.boxcox() and plot.opt=3 for optim.boxcox().
8 np.boxcoxmix

verbose If set to FALSE, no printed output on progress.

start a description of the initial values to be used in the fitted model, Quantile-based
version "quantile" or Gaussian Quadrature "gq" can be set.
... extra arguments will be ignored.

Details
The Box-Cox transformation (Box & Cox, 1964) is applied to the overdispersed generalized lin-
ear models and variance component models with an unspecified mixing distribution. The NPML
estimate of the mixing distribution is known to be a discrete distribution involving a finite num-
ber of mass-points and corresponding masses (Aitkin et al., 2009). An Expectation-Maximization
(EM) algorithm is used for fitting the finite mixture distribution, one needs to specify the num-
ber of components K of the finite mixture in advance. To stop the EM-algorithm when it reached
its convergence point, we need to defined the convergence criteria that is the absolute change
in the successive log-likelihood function values being less than an arbitrary parameter such as
EMdev.change = 0.0001 (Einbeck et at., 2014). This algorithm can be implemented using the func-
tion np.boxcoxmix(), which is designed to account for overdispersed generalized linear models
and variance component models using the non-parametric profile maximum likelihood (NPPML)
estimation.
The ability of the EM algorithm to locate the global maximum in fewer iterations can be affected
by the choice of initial values, the function np.boxcoxmix() allows us to choose from two different
methods to set the initial value of the mass points. When option "gq" is set, then Gauss-Hermite
masses and mass points are used as starting points in the EM algorithm, while setting start= "quan-
tile" uses the Quantile-based version to select the starting points.

Value
mass.point the fitted mass points.
p the masses corresponding to the mixing proportions.
beta the vector of coefficients.
sigma the standard deviation of the mixing distribution (the square root of the vari-
ance).
se the standard error of the estimate.
w a matrix of posterior probabilities that element i comes from cluster k.
loglik the log-likelihood of the fitted regression model.
complete.loglik
the complete log-likelihood of the fitted regression model.
disparity the disparity of the fitted regression model.
EMiteration provides the number of iterations of the EM algorithm.
EMconverged TRUE means the EM algorithm converged.
call the matched call.
formula the formula provided.
data the data argument.
aic the Akaike information criterion of the fitted regression model.
np.boxcoxmix 9

bic the Bayesian information criterion of the fitted regression model.

fitted the fitted values for the individual observations.
fitted.transformed
the fitted values for the individual transformed observations.
residuals the difference between the observed values and the fitted values.
residuals.transformed
the difference between the transformed observed values and the transformed
fitted values.
predicted.re a vector of predicted residuals.
The other outcomes are not relevant to users and they are intended for internal use only.

Author(s)
Amani Almohaimeed and Jochen Einbeck

References
Box G. and Cox D. (1964). An analysis of transformations. Journal of the Royal Statistical Society.
Series B (Methodological), pages 211-252.
Aitkin, M. A., Francis, B., Hinde, J., and Darnell, R. (2009). Statistical modelling in R. Oxford
University Press Oxford.
Jochen Einbeck, Ross Darnell and John Hinde (2014). npmlreg: Nonparametric maximum likeli-
hood estimation for random effect models. R package version 0.46-1.

See Also
optim.boxcox, tolfind.boxcox.

Examples
#Pennsylvanian Hospital Stay Data
data(hosp, package = "npmlreg")
test1 <- np.boxcoxmix(duration ~ age + wbc1, data = hosp, K = 2, tol = 1,
start = "quantile", lambda = 1)
round(summary(test1)$w, digits = 3)
# [1,] 1.000 0.000

# Refinery yield of gasoline Data

data(Gasoline, package = "nlme")
test2.vc <- np.boxcoxmix(yield ~ endpoint + vapor, groups = Gasoline$Sample,
data = Gasoline, K = 3, tol = 1.7, start = "quantile", lambda = 0)
test2.vc$disparity
# [1] 176.9827
10 np.estep

np.estep Internal boxcoxmix functions

Description
auxiliary functions are not intended to be directly called from the user.

Usage
np.estep(y, x, lambda, p, beta, z, sigma)

np.zk(y, x, w, beta, lambda)

fik(y, x, lambda, beta, z, sigma)

np.theta(y, x, lambda, beta, z)

yhat(v, lambda = 1)

ytrans(y, lambda = 1)

np.bhat(y, x, w, z, lambda)

np.mstep(y, x, beta, lambda, w)

np.em(y, x, K, lambda = 1, steps = 500, tol = 0.5, start = "gq",

EMdev.change = 1e-04, plot.opt = 1, verbose = TRUE, ...)

np.boxcox(formula, groups = 1, data, K = 3, tol = 0.5, lambda = 1,

steps = 500, EMdev.change = 1e-04, plot.opt = 1, verbose = TRUE,
start = "gq", ...)

vc.estep(Y, X, sizes = 1, lambda, p, beta, z, sigma)

zk(Y, X, sizes, w, beta, lambda)

bhat(Y, X, sizes, w, z, lambda)

mik(Y, X, sizes, lambda, beta, z, sigma)

vc.theta(Y, X, sizes, lambda, beta, z)

vc.mstep(Y, X, sizes = 1, beta, lambda, w)

np.estep 11

vc.em(y, x, sizes = 1, K, lambda, steps = 500, tol = 0.5, start = "gq",

EMdev.change = 1e-04, plot.opt = 1, verbose = TRUE, ...)

vc.boxcox(formula, groups = 1, data, K = 3, tol = 0.5, lambda = 1,

steps = 500, EMdev.change = 1e-04, plot.opt = 1, verbose = TRUE,
start = "gq", ...)

gqz(numnodes = 20, minweight = 1e-06)

masspoint.class(object)

Arguments
y ..
x ..
lambda a transformation parameter, setting lambda=1 means ’no transformation’.
p ..
beta ..
z ..
sigma ..
w ..
v ..
K the number of mass points.
steps maximum number of iterations for the EM algorithm.
tol a positive scalar (usually, 0< tol <= 2)
start a description of the initial values to be used in the fitted model, Quantile-based
version "quantile" or Gaussian Quadrature "gq" can be set.
EMdev.change a small scalar, with default 0.0001, used to determine when to stop EM algo-
rithm.
plot.opt Set plot.opt=1, to plot the disparity against iteration number. Use plot.opt=2
for tolfind.boxcox and plot.opt=3 for optim.boxcox.
verbose If set to FALSE, no printed output on progress.
... extra arguments will be ignored.
formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
groups the random effects. To fit overdispersion models , set groups = 1.
data a data frame containing variables used in the fixed and random effect models.
Y ..
X ..
sizes ..
numnodes ..
minweight ..
object ..
12 optim.boxcox

Details
Internal boxcoxmix functions

Author(s)
Amani Almohaimeed and Jochen Einbeck

optim.boxcox Response Transformations for Random Effect and Variance Compo-

nent Models

Description
The optim.boxcox() performs a grid search over the parameter lambda for overdispersed gener-
alized linear models and variance component models and then optimizes over this grid, to calculate
the maximum likelihood estimator of the transformation.

Usage
optim.boxcox(formula, groups = 1, data, K = 3, steps = 500, tol = 0.5,
start = "gq", EMdev.change = 1e-04, find.in.range = c(-3, 3), s = 60,
plot.opt = 3, verbose = FALSE, noformat = FALSE, ...)

Arguments
formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
groups the random effects. To fit overdispersion models, set groups = 1.
data a data frame containing variables used in the fixed and random effect models.
K the number of mass points.
steps maximum number of iterations for the EM algorithm.
tol a positive scalar (usually, 0<tol <= 2)
start a description of the initial values to be used in the fitted model, Quantile-based
version "quantile" or Gaussian Quadrature "gq" can be set.
EMdev.change a small scalar, with default 0.0001, used to determine when to stop EM algo-
rithm.
find.in.range search in a range of lambda, with default (-3,3) in step of 0.1.
s number of points in the grid search of lambda.
plot.opt Set plot.opt=3, to plot the disparity against iteration number and the profile
log-likelihood against lambda. Use plot.opt=0, to only plot the profile log-
likelihood against lambda.
verbose If set to FALSE, no printed output on progress.
noformat Set noformat = TRUE, to change the formatting of the plots.
... extra arguments will be ignored.
optim.boxcox 13

Details
The Box-Cox transformation (Box & Cox, 1964) is applied to the overdispersed generalized lin-
ear models and variance component models with an unspecified mixing distribution. The NPML
estimate of the mixing distribution is known to be a discrete distribution involving a finite num-
ber of mass-points and corresponding masses (Aitkin et al., 2009). An Expectation-Maximization
(EM) algorithm is used for fitting the finite mixture distribution, one needs to specify the num-
ber of components K of the finite mixture in advance. To stop the EM-algorithm when it reached
its convergence point, we need to defined the convergence criteria that is the absolute change
in the successive log-likelihood function values being less than an arbitrary parameter such as
EMdev.change = 0.0001 (Einbeck et at., 2014). This algorithm can be implemented using the func-
tion np.boxcoxmix(), which is designed to account for overdispersed generalized linear models
and variance component models using the non-parametric profile maximum likelihood (NPPML)
estimation.
The ability of the EM algorithm to locate the global maximum in fewer iterations can be affected
by the choice of initial values, the function optim.boxcox() allows us to choose from two different
methods to set the initial value of the mass points. When option "gq" is set, then Gauss-Hermite
masses and mass points are used as starting points in the EM algorithm, while setting start= "quan-
tile" uses the Quantile-based version to select the starting points.
optim.boxcox() performs a grid search over the parameter lambda and then optimizes over this
grid, to calculate the maximum likelihood estimator of the transformation. It produces a plot of
the non-parametric profile likelihood function that summarises information concerning lambda,
including a vertical line indicating the best value of lambda that maximizes the non-parametric
profile log-likelihood.

Value
All.lambda list of lambda values used in the grid.
Maximum the best estimate of lambda found.
objective the value of the profile log-likelihood corresponding to Maximum.
EMconverged 1 is TRUE, means the EM algorithm converged.
EMiteration provides the number of iterations of the EM algorithm.
mass.point the fitted mass points.
p the masses corresponding to the mixing proportions.
beta the vector of coefficients.
sigma the standard deviation of the mixing distribution (the square root of the vari-
ance).
se the standard error of the estimate.
w a matrix of posterior probabilities that element i comes from cluster k.
loglik the profile log-likelihood of the fitted regression model.
profile.loglik the profile complete log-likelihood of the fitted regression model.
disparity the disparity of the fitted regression model.
call the matched call.
formula the formula provided.
14 optim.boxcox

data the data argument.

aic the Akaike information criterion of the fitted regression model.
fitted the fitted values for the individual observations.
fitted.transformed
the fitted values for the individual transformed observations.
residuals the difference between the observed values and the fitted values.
residuals.transformed
the difference between the transformed observed values and the transformed
fitted values.
predicted.re a vector of predicted residuals.
The other outcomes are not relevant to users and they are intended for internal use only.

Author(s)
Amani Almohaimeed and Jochen Einbeck

References
Box G. and Cox D. (1964). An analysis of transformations. Journal of the Royal Statistical Society.
Series B (Methodological), pages 211-252.
Aitkin, M. A., Francis, B., Hinde, J., and Darnell, R. (2009). Statistical modelling in R. Oxford
University Press Oxford.
Jochen Einbeck, Ross Darnell and John Hinde (2014). npmlreg: Nonparametric maximum likeli-
hood estimation for random effect models. R package version 0.46-1.

See Also
np.boxcoxmix, tolfind.boxcox.

Examples
# The strength Data
data(strength, package = "mdscore")
maxlam <- optim.boxcox(y ~ cut*lot, data = strength, K = 3,
start = "gq" , find.in.range = c(-2, 2), s = 5)
# Maximum profile log-likelihood: 33.6795 at lambda= -0.4

data(Oxboys, package = "nlme")

Oxboys$boy <- gl(26,9)
maxlamvc <- optim.boxcox(height ~ age, groups = Oxboys$boy,
data = Oxboys, K = 2, start = "gq",
find.in.range=c(-1.2,1), s=6, plot.opt = 0)
maxlamvc$Maximum
#[1] -0.8333333
plot(maxlamvc,8)
plot 15

plot Plot diagnostics for boxcoxmix functions

Description
plot() is a generic function used to produce some useful diagnostic plotting of the functions:
np.boxcoxmix(), optim.boxcox() and tolfind.boxcox().

Usage
## S3 method for class 'boxcoxmix'
plot(x, plot.opt = 1, ...)

Arguments
x an object for which a plot is desired.
plot.opt an integer value between 1 and 8.
... additional arguments.

Details
Plot diagnostics for boxcoxmix functions

Value
The plots to be printed depend on the number given in plot.opt, for the np.boxcoxmix(), optim.boxcox()
and tolfind.boxcox() functions:

1 the disparities with the iteration number against the mass points
2 the fitted value against the response of the original and the transformed Data.
3 probability plot of residuals of the original against the transformed data.
4 individual posterior probabilities.
5 control charts of residuals of the original against the transformed data.
6 The histograms of residuals of the original against the transformed data.
7 works only for the tolfind.boxcox() function and plots the specified range of
tol against the disparities
8 works only for the optim.boxcox() function and gives the profile likelihood
function that summarises information concerning lambda.
9 works only for the Kfind.boxcox() function and plots the specified range of K
against the AIC or BIC information criteria
10 works only for the boxcoxtype() function and gives the profile likelihood func-
tion that summarises information concerning lambda for generalized linear Mixed-
effects Models.
16 print.boxcoxmix

print.boxcoxmix Summary of boxcoxmix functions

Description

summary() and print() are generic functions used to produce the results of the functions: np.boxcoxmix(),
optim.boxcox() and tolfind.boxcox().

Usage

## S3 method for class 'boxcoxmix'

print(x, digits = max(3, getOption("digits") - 3),
na.print = "", ...)

## S3 method for class 'boxcoxmixpure'

print(x, digits = max(3, getOption("digits") - 3),
na.print = "", ...)

## S3 method for class 'boxcoxmix'

summary(object, digits = max(3, getOption("digits") - 3),
...)

## S3 method for class 'boxcoxmixpure'

summary(object, digits = max(3, getOption("digits") -
3), ...)

Arguments

x an object for which a summary is desired.

digits an integer number format.
na.print a character string which is used to indicate NA values output format.
... additional arguments.
object an object for which a summary is desired.

Details

Summary of boxcoxmix functions

tolfind.boxcox 17

tolfind.boxcox Grid search over tol for NPPML estimation of random effect and vari-
ance component models

Description
A grid search over the parameter tol, to set the initial values of the EM algorithm.

Usage
tolfind.boxcox(formula, groups = 1, data, K = 3, lambda = 1,
EMdev.change = 1e-04, plot.opt = 2, s = 15, steps = 500,
find.in.range = c(0, 1.5), start = "gq", verbose = FALSE,
noformat = FALSE, ...)

Arguments
formula a formula describing the transformed response and the fixed effect model (e.g.
y ~ x).
groups the random effects. To fit overdispersion models , set groups = 1.
data a data frame containing variables used in the fixed and random effect models.
K the number of mass points.
lambda a transformation parameter, setting lambda=1 means ’no transformation’.
EMdev.change a small scalar, with default 0.0001, used to determine when to stop EM algo-
rithm.
plot.opt Set plot.opt=2, to plot the EM trajectories and the development of the disparity
over iteration number. And plot.opt=0, for none of them.
s number of points in the grid search of tol.
steps maximum number of iterations for the EM algorithm.
find.in.range search in a range of tol, with default (0,1.5) in step of 0.1 .
start a description of the initial values to be used in the fitted model, Quantile-based
version "quantile" or Gaussian Quadrature "gq" can be set.
verbose If set to FALSE, no printed output on progress.
noformat Set noformat = TRUE, to change the formatting of the plots.
... extra arguments will be ignored.

Details
A grid search over tol can be performed using tolfind.boxcox() function, which works for
np.boxcoxmix() to find the optimal solution.
18 tolfind.boxcox

Value
MinDisparity the minimum disparity found.
Mintol the value of tol corresponding to MinDisparity.
AllDisparities
a vector containing all disparities calculated on the grid.
Alltol list of tol values used in the grid.
AllEMconverged
1 is TRUE, means the EM algorithm converged.
aic the Akaike information criterion of the fitted regression model.
bic the Bayesian information criterion of the fitted regression model.

Author(s)
Amani Almohaimeed and Jochen Einbeck

See Also
np.boxcoxmix.

Examples
# The Pennsylvanian Hospital Stay Data
data(hosp, package = "npmlreg")
test1 <- tolfind.boxcox(duration ~ age , data = hosp, K = 2, lambda = 0,
find.in.range = c(0, 2), s = 10, start = "gq")
# Minimal Disparity: 137.8368 at tol= 2
# Minimal Disparity with EM converged: 137.8368 at tol= 2

# Effect of Phenylbiguanide on Blood Pressure

data(PBG, package = "nlme")
test2 <- tolfind.boxcox(deltaBP ~ dose , groups = PBG$Rabbit, find.in.range = c(0, 2),
data = PBG, K = 2, lambda = -1, s = 15, start = "quantile", plot.opt = 0)
test2$Mintol
# [1] 1.6
test2$MinDisparity
# [1] 449.5876
Index

∗Topic Kfind nb.se (np.estep), 10

Kfind.boxcox, 5 np.bhat (np.estep), 10
∗Topic boxcoxtype np.boxcox (np.estep), 10
boxcoxtype, 3 np.boxcoxmix, 4, 7, 14, 18
∗Topic boxcox np.em (np.estep), 10
Kfind.boxcox, 5 np.estep, 10
np.boxcoxmix, 7 np.mstep (np.estep), 10
optim.boxcox, 12 np.theta (np.estep), 10
tolfind.boxcox, 17 np.zk (np.estep), 10
∗Topic em
np.estep, 10 optim.boxcox, 4, 9, 12
∗Topic optim
optim.boxcox, 12 plot, 15
print.boxcoxmix, 16
∗Topic package
print.boxcoxmixpure (print.boxcoxmix),
boxcoxmix-package, 2
16
∗Topic random
np.boxcoxmix, 7 summary.boxcoxmix (print.boxcoxmix), 16
∗Topic tolfind summary.boxcoxmixpure
tolfind.boxcox, 17 (print.boxcoxmix), 16
∗Topic variance
np.boxcoxmix, 7 tolfind.boxcox, 4, 6, 9, 14, 17

alldist, 4 vc.boxcox (np.estep), 10

allvc, 4 vc.em (np.estep), 10
vc.estep (np.estep), 10
bhat (np.estep), 10 vc.mstep (np.estep), 10
binomial (boxcoxtype), 3 vc.se (np.estep), 10
boxcoxmix (boxcoxmix-package), 2 vc.theta (np.estep), 10
boxcoxmix-package, 2
boxcoxpower (boxcoxtype), 3 yhat (np.estep), 10
boxcoxtype, 3 ytrans (np.estep), 10

fik (np.estep), 10 zk (np.estep), 10

gqz (np.estep), 10

Kfind.boxcox, 4, 5

masspoint.class (np.estep), 10
mik (np.estep), 10

19