Nothing
revTransform <-
function (x, data, qu, th = 0, sigma = 1, xi = 0,
method = c("mixture", "empirical")) {
method <- match.arg(method)
n <- length(data)
probs <- (1:n)/(n + 1)
px <- vapply(x,
function(x, p) {
p[[which.min(abs(x-p))]]
}, 0, p=probs)
px <- as.integer(round(px * (1 + n)))
res <- sort(data)[px]
if (method == "mixture"){
# Real data contain ties which can cause x[res > th] < qu, res[res < th] > qu
i.x <- x >= qu
i.r <- res > th
i.rx <- apply(cbind(i.x, i.r), 1, all)
if (sum(i.rx > 0)){
wh <- u2gpd(x[i.rx], p=1-qu, th=th, sigma=sigma, xi=xi)
rth <- res[i.rx]
o <- order(rth)
rth <- rth[o]
rth[length(rth):(length(rth) - length(wh) + 1)] <- rev(sort(wh))
rth <- rth[order(o)]
res[i.rx] <- rth
}
}
res[order(x)] <- sort(res)
res
}
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