CtoA: Inverse Rosenblatt transformation from the unit hypercube to...

Description Usage Arguments Value Examples

View source: R/transform.R

Description

CtoA maps points on the unit hypercube in p-dimensions, C_p = [0,1]^p, to points on the unit simplex in p-dimensions, A_p.

Usage

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  CtoA(D, by=ifelse(ncol(D)>2,1e-3,-1), num_proc=parallel:::detectCores())

Arguments

D

An N-by-p matrix representing N points in p-dimensions.

by

Step-size used for approximating integrals.

num_proc

Number of processors to use.

Value

An N-by-p matrix for the inverse-Rosenblatt mapping of D onto the unit simplex A_p.

Examples

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  ## Not run: 
    # Map the first 100 points of the Sobol' sequence in 3D
    #   onto the unit simplex in 3D
    library(randtoolbox)
    des <- sobol(100,3)
    des_simp <- CtoA(des)

    pairs(des_simp,xlim=c(0,1),ylim=c(0,1),pch=16)

  
## End(Not run)

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