rho.transform: Transformation of the correlation to real line and its...
In GMCM: Fast Estimation of Gaussian Mixture Copula Models
Description
Usage
Arguments
Value
Author(s)
See Also
Examples
Description
A transformation of the correlation coefficient into the real line and the
corresponding inverse. The transform is a translation and scaling of
rho from the interval (-1/(d-1), 1) to
(0, 1) followed by a logit transformation to the whole real
line.
Usage
1
2
3
inv.rho.transform(a, d)
rho.transform(rho, d)
Arguments
a
A real number.
d
The dimension of the space.
rho
A correlation coefficient between -1/(d-1) and 1.
Value
inv.rho.transform returns a vector of the inversely
transformed values with the same length as a.
rho.transform returns a vector of the transformed values with
the same length as rho or a.
Author(s)
Anders Ellern Bilgrau <anders.ellern.bilgrau@gmail.com>
See Also
Examples
1
2
3
4
d <- 4
rho <- runif(100, -1/(d-1), 1)
a <- GMCM:::rho.transform(rho, d)
rho - GMCM:::inv.rho.transform(a, d)
GMCM documentation built on Nov. 6, 2019, 1:08 a.m.
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Description Usage Arguments Value Author(s) See Also Examples
Description
A transformation of the correlation coefficient into the real line and the corresponding inverse. The transform is a translation and scaling of rho from the interval (-1/(d-1), 1) to (0, 1) followed by a logit transformation to the whole real line.
Usage
1 2 3 | inv.rho.transform(a, d)
rho.transform(rho, d)
|
Arguments
a |
A real number. |
d |
The dimension of the space. |
rho |
A correlation coefficient between |
Value
inv.rho.transform returns a vector of the inversely
transformed values with the same length as a.
rho.transform returns a vector of the transformed values with
the same length as rho or a.
Author(s)
Anders Ellern Bilgrau <anders.ellern.bilgrau@gmail.com>
See Also
Examples
1 2 3 4 | d <- 4
rho <- runif(100, -1/(d-1), 1)
a <- GMCM:::rho.transform(rho, d)
rho - GMCM:::inv.rho.transform(a, d)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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