transform_unitfrechet {maxstablePCA} | R Documentation |
Transforms columns of dataset to unit Frechet margins, to ensure
the theoretical requirements are satisfied for the application of
max_stable_prcomp
using the empirical distribution function.
transform_unitfrechet(data)
data |
array or vector with the data which columns are to be transformed |
array or vector of same shape and type as data with the transformed data with unit Frechet margins-
max_stable_prcomp()
, transform_orig_margins()
, [mev::fit.gev())] for information about why to transform data.
[mev::fit.gev())]: R:mev::fit.gev())
# sample some data
dat <- rnorm(1000)
transformed_dat <- transform_unitfrechet(dat)
# Look at a plot of distribution
boxplot(transformed_dat)
plot(stats::ecdf(transformed_dat))