npn {dineR}

NPN - Non paranormal Transformation

Description

This functions allows us to transform non-normal multivariate data to that of non paranormal data.

Usage

npn(x, npn_func = "shrinkage", npn_thresh = NULL, verbose = TRUE)

Arguments

x

The multivariate non-normal data to be transformed.

npn_func

Optional parameter - The method of transformation to be applied. Can either be "shrinkage" or "truncation" but defaults to "shrinkage".

npn_thresh

Optional parameter - The truncation threshold that is used when making use of truncation.

verbose

Optional parameter - Prints additional output of the selected approach. Can either be "TRUE" or "FALSE" and defaults to "TRUE".

Value

Returns the transformed data matrix.

Examples

data <- data_generator(n = 100, p = 50, seed = 123)
X <- data$X
X_transformed <- npn(X, npn_func = "truncation")