title: Does Box-Cox parameter estimation ever arrive at lambda=0?
body: <p>Does Box-Cox parameter estimation ever arrive at lambda=0?  Such that the recommended transform is a log function?  Or is that possibility just a mathematical nicety to make the function continuous, but one that rarely gets used in practice?</p>
  
  <p>I ask because I have been trying to test a Box Cox transform in R to see if it estimates <code>lambda==0</code> when appropriate:</p>
  
  <pre><code>&gt; require(car)
  &gt; x &lt;- exp(qnorm(runif(1000))) # 1000 numbers from a normal distribution then exp()
  &gt; p = powerTransform(x)
  &gt; p
  Estimated transformation parameters
       x
  -0.1098415
  # clearly this does not equal zero
  </code></pre>