GH2z: Inverse of Tukey g-&-h Transformation

In TukeyGH77: Tukey g-&-h Distribution

Inverse of Tukey g-&-h Transformation

Description

To transform Tukey g-&-h quantiles to standard normal quantiles.

Usage

GH2z(q, q0 = (q - A)/B, A = 0, B = 1, ...)

Arguments

q	double vector, quantiles q
q0	(optional) double vector, standardized quantiles q_0=(q-A)/B
A, B	(optional) double scalars, location and scale parameters of Tukey g-&-h transformation. Ignored if q0 is provided.
...	parameters of internal helper function .GH2z()

Details

Unfortunately, function GH2z(), the inverse of Tukey g-&-h transformation, does not have a closed form and needs to be solved numerically.

For compute intensive jobs, use internal helper function .GH2z().

Value

Function GH2z() returns a double vector of the same length as input q.

Examples

z = rnorm(1e3L)
all.equal.numeric(.GH2z(z2GH(z, g = .3, h = .1), g = .3, h = .1), z)
all.equal.numeric(.GH2z(z2GH(z, g = 0, h = .1), g = 0, h = .1), z)
all.equal.numeric(.GH2z(z2GH(z, g = .2, h = 0), g = .2, h = 0), z)

TukeyGH77 documentation built on April 3, 2025, 8:39 p.m.