transform_unitpareto {maxstablePCA}R Documentation

Transform the columns of a dataset to unit Pareto

Description

Transforms columns of dataset to unit Pareto margins, to ensure the theoretical requirements are satisfied for the application of max_stable_prcomp using the empirical distribution function.

Usage

transform_unitpareto(data)

Arguments

data

array or vector with the data which columns are to be transformed

Value

array or vector of same shape and type as data with the transformed data with unit Frechet margins-

See Also

max_stable_prcomp(), transform_orig_margins(), [mev::fit.gev())] for information about why to transform data.

[mev::fit.gev())]: R:mev::fit.gev())

Examples

# sample some data
dat <- rnorm(1000)
transformed_dat <- transform_unitfrechet(dat)

# Look at a plot of distribution
boxplot(transformed_dat)
plot(stats::ecdf(transformed_dat))

[Package maxstablePCA version 0.1.2 Index]