transLocal: Transform the marginals of a multivariate data set to...

In hotneim/lgde: Implements the Locally Gaussian Density Estimator

Description

Transform the marginals of a multivariate data set to standard normality based on the logspline density estimator.

Usage

transLocal(data, grid = NULL, return.normalizing.constants = FALSE)

Arguments

data	The data matrix, one row per observation.
grid	The grid if it should be transformed as well.
return.normalizing.constants	TRUE if the normalizing constants to be used in the LGDE should be returned as well.

Value

A list containing the transformed data ($transformed.data), the transformed grid if provided ($transformed.grid), and the normalizing constants if chosen ($normalizing.constants).

Examples

data <- cbind(rt(100, df = 10), rt(100, df = 10))
grid <- matrix(c(-1, -1, 0, 0, 1, 1), ncol = 2, byrow = TRUE)

transLocal(data, grid, return.normalizing.constants = TRUE)

hotneim/lgde documentation built on May 17, 2019, 4:52 p.m.