g_inv_approx {countSTAR}

Approximate inverse transformation

Description

Compute the inverse function of a transformation g based on a grid search.

Usage

g_inv_approx(g, t_grid)

Arguments

g

the transformation function

t_grid

grid of arguments at which to evaluate the transformation function

Value

A function which can be used for evaluations of the (approximate) inverse transformation function.

Examples

# Sample some data:
y = rpois(n = 500, lambda = 5)

# Empirical CDF transformation:
g_np = g_cdf(y, distribution = 'np')

# Grid for approximation:
t_grid = seq(1, max(y), length.out = 100)

# Approximate inverse:
g_inv = g_inv_approx(g = g_np, t_grid = t_grid)

# Check the approximation:
plot(t_grid, g_inv(g_np(t_grid)), type='p')
lines(t_grid, t_grid)