Anamorphosis transform — morie_anamorphosis • rmorie

\(\phi(y) = F^{-1}(\Phi(y))\), the inverse of morie_normal_scores(), eq (5.60). Values outside the observed range are clamped to it, since an empirical CDF carries no information beyond its support.

Usage

morie_anamorphosis(z, y_new)

Arguments

z: Numeric vector defining the empirical distribution.
y_new: Gaussian scores to map back onto the data scale.

Value

Numeric vector on the scale of z.

References

Schabenberger Ch 5, Sec 5.6.2, eq (5.60)

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
morie_anamorphosis(V, V)
#> [1] 7.174433 8.000000 8.000000 8.000000 8.000000 8.000000 8.000000 8.000000