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]