anamorph {palaeoSig}

Anamorph

Description

Creates functions that transform arbitrary distributions into a Gaussian distributions, and vice versa.

Usage

anamorph(x, k, plot = FALSE)

Arguments

x

data

k

number of Hermite polynomials

plot

plot

Details

Increasing k can give a better fit.

Value

Returns two function in a list

xtog

Function to transform arbitrary variable x into a Gaussian distribution

gtox

The back transformation

Author(s)

Richard Telford [e-mail]

References

Wackernagel, H. (2003) Multivariate Geostatistics. 3rd edition, Springer-Verlag, Berlin.

Examples

set.seed(42)
x <- c(rnorm(50, 0, 1), rnorm(50, 6, 1))
hist(x)
ana.fun <- anamorph(x, 30, plot = TRUE)
xg <- ana.fun$xtog(x)
qqnorm(xg)
qqline(xg)
all.equal(x, ana.fun$gtox(xg))