Uhat {GMCM} | R Documentation |
Function for computing the scaled ranks for each column of the input matrix.
In other words, the values are ranked column-wise and divided by
nrow(x) + 1
. A "1334" ranking scheme is used where the lowest values
is awarded rank 1, second lowest value rank 2, and ties are given the
maximum available rank.
Uhat(x)
x |
A |
A matrix
with the same dimensions as x
of the scaled
ranks.
Anders Ellern Bilgrau <anders.ellern.bilgrau@gmail.com>
SimulateGMMData
, SimulateGMCMData
data <- SimulateGMMData()
par(mfrow = c(1,2))
plot(data$z, xlab = expression(z[1]), ylab = expression(z[2]))
plot(Uhat(data$z),
xlab = expression(hat(u)[1]),
ylab = expression(hat(u)[2]))