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r-normalr

Anaconda Verified

The robustness of many of the statistical techniques, such as factor analysis, applied in the social sciences rests upon the assumption of item-level normality. However, when dealing with real data, these assumptions are often not met. The Box-Cox transformation (Box & Cox, 1964) <http://www.jstor.org/stable/2984418> provides an optimal transformation for non-normal variables. Yet, for large datasets of continuous variables, its application in current software programs is cumbersome with analysts having to take several steps to normalise each variable. We present an R package 'normalr' that enables researchers to make convenient optimal transformations of multiple variables in datasets. This R package enables users to quickly and accurately: (1) anchor all of their variables at 1.00, (2) select the desired precision with which the optimal lambda is estimated, (3) apply each unique exponent to its variable, (4) rescale resultant values to within their original X1 and X(n) ranges, and (5) provide original and transformed estimates of skewness, kurtosis, and other inferential assessments of normality.

Installation

To install this package, run one of the following:

Conda
$conda install r::r-normalr

Usage Tracking

1.0.0
1 / 8 versions selected
Total downloads: 0

About

Summary

The robustness of many of the statistical techniques, such as factor analysis, applied in the social sciences rests upon the assumption of item-level normality. However, when dealing with real data, these assumptions are often not met. The Box-Cox transformation (Box & Cox, 1964) <http://www.jstor.org/stable/2984418> provides an optimal transformation for non-normal variables. Yet, for large datasets of continuous variables, its application in current software programs is cumbersome with analysts having to take several steps to normalise each variable. We present an R package 'normalr' that enables researchers to make convenient optimal transformations of multiple variables in datasets. This R package enables users to quickly and accurately: (1) anchor all of their variables at 1.00, (2) select the desired precision with which the optimal lambda is estimated, (3) apply each unique exponent to its variable, (4) rescale resultant values to within their original X1 and X(n) ranges, and (5) provide original and transformed estimates of skewness, kurtosis, and other inferential assessments of normality.

Information Last Updated

Apr 22, 2025 at 15:31

License

GPL-3

Total Downloads

264

Platforms

noarch Version: 1.0.0