transform_orig_margins {maxstablePCA} | R Documentation |
Since the dataset is intended to be transformed for PCA, this function takes a dataset transformed_data and transforms the margins to the marginal distribution of the dataset orig_data.
transform_orig_margins(transformed_data, orig_data)
transformed_data |
arraylike data of dimension n, d |
orig_data |
arraylike data of dimension n , d |
array of dimension n,d with transformed columns of transformed_data that follow approximately the same marginal distribution of orig_data.
max_stable_prcomp()
, transform_unitfrechet()
, [mev::fit.gev())] for information about why to transform data
[mev::fit.gev())]: R:mev::fit.gev())
# create a sample
dat <- rnorm(1000)
transformed_dat <- transform_unitpareto(dat)