maxstablePCA (version 0.1.2)

transform_orig_margins: Transform the columns of a transformed dataset to original margins

Description

Since the dataset is intended to be transformed for PCA, this function takes a dataset transformed_data and transforms the margins to the marginal distribution of the dataset orig_data.

Usage

transform_orig_margins(transformed_data, orig_data)

Value

array of dimension n,d with transformed columns of transformed_data that follow approximately the same marginal distribution of orig_data.

Arguments

transformed_data,

arraylike data of dimension n, d

orig_data,

arraylike data of dimension n , d

See Also

max_stable_prcomp(), transform_unitfrechet(), [mev::fit.gev())] for information about why to transform data

[mev::fit.gev())]: R:mev::fit.gev())

Examples

# create a sample
dat <- rnorm(1000)
transformed_dat <- transform_unitpareto(dat)