PIT.PPD: Probability integral transform: S3 Method for for PPD

In jbrowell/ProbCast: Flexible Probabilistic Forecasting

Probability integral transform: S3 Method for for PPD

Description

Transforms data (random variables) through their corresponding cumulative distribution function (specified by a PPD object) in order to produce variables with a standard uniform distribution.

Usage

## S3 method for class 'PPD'
PIT(ppd, data, inverse = FALSE, inv_probs = NULL)

Arguments

ppd	A PPD object (a list of gamlss objects).
data	Input data corresponding to ppd.
inverse	A boolean. If true, the inverse transformation is appiled, i.e. uniform variable.
inv_probs	If inverse, vector of uniform-distributed variable to be transformed.

Value

The probability integral transform of data through the predictive distribution defined by PPD.

Author(s)

Jethro Browell, [e-mail]

jbrowell/ProbCast documentation built on July 20, 2024, 1:53 p.m.