maxstablePCA (version 0.1.2)

transform_unitpareto: Transform the columns of a dataset to unit Pareto

Description

Transforms columns of dataset to unit Pareto margins, to ensure the theoretical requirements are satisfied for the application of max_stable_prcomp using the empirical distribution function.

Usage

transform_unitpareto(data)

Value

array or vector of same shape and type as data with the transformed data with unit Frechet margins-

Arguments

data,

array or vector with the data which columns are to be transformed

See Also

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

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

Examples

# sample some data
dat <- rnorm(1000)
transformed_dat <- transform_unitfrechet(dat)

# Look at a plot of distribution
boxplot(transformed_dat)
plot(stats::ecdf(transformed_dat))