copula.trans: Makes a copula transformation

In regpro: Nonparametric Regression

Description

Transforms a data matrix so that the marginals follow approximately the standard Gaussian distribution. Alternatively, the marginals can be transformed to follow approximately the uniform distribution on [0,1].

Usage

copula.trans(dendat, marginal=rep("gauss",dim(dendat)[2]), remna=TRUE)

Arguments

dendat	n*d data matrix; the data matrix of n observations and d variables
marginal	d-vector of character strings; the character strings can be "gauss" or "uniform"
remna	TRUE or FALSE; if remna=TRUE, then the rows containing a NA are removed

Value

n*d data matrix

Author(s)

Jussi Klemela

Examples

set.seed(2)
n<-100
d<-2 
dendat<-matrix(runif(n*d),n,d)
x<-copula.trans(dendat)

Example output

Loading required package: denpro

regpro documentation built on May 1, 2019, 10:21 p.m.