R/Uhat.R

In GMCM: Fast Estimation of Gaussian Mixture Copula Models

#' Fast ranking function
#'
#' 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
#' \code{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.
#'
#' @param x A \code{numeric} \code{matrix} of observations to be ranked. Rows
#'   correspond to features and columns to experiments.
#' @return A \code{matrix} with the same dimensions as \code{x} of the scaled
#'   ranks.
#' @author Anders Ellern Bilgrau <anders.ellern.bilgrau@@gmail.com>
#' @seealso \code{\link{SimulateGMMData}}, \code{\link{SimulateGMCMData}}
#' @examples
#' 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]))
#' @export
Uhat <- function(x) {  # Ranking function
  if (is.vector(x)) {
    x <- matrix(x, length(x), 1)
  }
  apply(x, 2, rank, ties.method = "max")/(nrow(x) + 1)
}