Description Usage Arguments Details Value

Transforms to exponential margins under the GEV model.

1 | ```
mtransform(x, p, inv = FALSE, drp = FALSE)
``` |

`x` |
A matrix with n rows and d columns, or a vector. In
the latter case, if |

`p` |
A vector of length three or a matrix with n rows and three columns. It can also be a list of length d, in which case each element must be a vector of length three or a matrix with n rows and three columns. |

`inv` |
Logical; use the inverse transformation? |

`drp` |
Logical; return a vector rather than a single row matrix?. Note that a single column matrix is always returned as a vector. |

Let *x_i* denote a vector of observations for
*i = 1,…,n*.
This function implements the transformation

*y_{i} = \{1+s_i(x_{i}-a_i)/b_i\}_{+}^{-1/s_i}*

to each column of the matrix `x`

.

The values *(a_i,b_i,s_i)* are contained in the ith
row of the n by 3 matrix `p`

. If `p`

is a vector
of length three, the parameters are the same for every
*i = 1,…,n*. Alternatively, `p`

can be a list
with d elements, in which case the jth element is used to
transform the jth column of `x`

.

This function is mainly for internal use. It is used by bivariate and multivariate routines to calculate marginal transformations.

A numeric matrix or vector.

evd documentation built on May 30, 2017, 3:42 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.