Anamorph

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

Usage

anamorph(x, k, plot = FALSE)

Arguments

x

vector of data to transform

k

number of Hermite polynomials to use

plot

logical; plot the transformation?

Value

Returns two function in a list

xtog

Function to transform arbitrary variable x into a Gaussian distribution

gtox

The back transformation

Details

Increasing k can give a better fit.

References

Wackernagel, H. (2003) Multivariate Geostatistics. 3rd edition, Springer-Verlag, Berlin. doi:10.1007/978-3-662-05294-5

Author

Richard Telford Richard.Telford@bio.uib.no

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))
#> [1] TRUE