GMCM (version 1.1.1)

inv.rho.transform: Transformation of the correlation to real line and its inverse

Description

A transformation of the correlation coefficient into the real line and the corresponding inverse. The transform is a translation and scaling of $\rho$ from the interval $(-1/(d-1), 1)$ to $(0, 1)$ followed by a logit transformation to the whole real line.

Usage

inv.rho.transform(a, d)
rho.transform(rho, d)

Arguments

a

A real number.

d

The dimension of the space.

rho

A correlation coefficient between -1/(d-1) and 1.

Value

• inv.rho.transform returns a vector of the inversely transformed values with the same length as a.

  rho.transform returns a vector of the transformed values with the same length as rho or a.

See Also

Used in tt and inv.tt.

Examples

d <- 4
rho <- runif(100, -1/(d-1), 1)
a <- GMCM:::rho.transform(rho, d)
rho - GMCM:::inv.rho.transform(a, d)