trans_normal {lg}

Transform the marginals of a multivariate data set to standard normality based on the logspline density estimator (Kooperberg and Stone, 1991). See Otneim and Tjøstheim (2017) for details.

Description

Transform the marginals of a multivariate data set to standard normality based on the logspline density estimator (Kooperberg and Stone, 1991). See Otneim and Tjøstheim (2017) for details.

Usage

trans_normal(x)

Arguments

x

The data matrix, one row per observation.

Value

A list containing the transformed data ($transformed_data), and a function ($trans_new) that can be used to transform grid points and obtain normalizing constants for use in density estimation functions

References

Kooperberg, Charles, and Charles J. Stone. "A study of logspline density estimation." Computational Statistics & Data Analysis 12.3 (1991): 327-347.

Otneim, Håkon, and Dag Tjøstheim. "The locally gaussian density estimator for multivariate data." Statistics and Computing 27, no. 6 (2017): 1595-1616.