rbi_normal_transform_inv {modgo} | R Documentation |
Inverse of rank based inverse normal transformation
Description
Transforms a vector x
using the inverse of rank based inverse normal
transformation associated with a given vector x_original
. This inverse
is defined as F_n^{-1}\Phi(x)
, where F_n^{-1}
is the inverse
empirical cumulative distribution function of x_original
and
\Phi
is the cumulative distribution function of a standard normal
random variable.
Usage
rbi_normal_transform_inv(x, x_original)
Arguments
x |
a numeric vector. |
x_original |
a numeric vector from the original dataset |
Value
A numeric vector with inverse transformed values
Author(s)
Andreas Ziegler, Francisco M. Ojeda, George Koliopanos
Examples
data("Cleveland",package="modgo")
test_rank <- rbi_normal_transform(Cleveland[,1])
test_inv_rank <- rbi_normal_transform_inv(x = test_rank,
x_original = Cleveland[,1])
[Package modgo version 1.0.1 Index]