Hi all, Did R build the function that can transform the original data to the "copula scale" by applying a probability integral transform to obtain uniformly [0; 1]-distributed values? Thank you. Fayyad. [[alternative HTML version deleted]]
Duncan Murdoch
2011-Nov-28 12:04 UTC
[R] Transform the original data to the "Copula Scale"
On 11-11-27 10:24 PM, cahaya iman wrote:> Hi all, > > Did R build the function that can transform the original data to the > "copula scale" by > applying a probability integral transform to obtain uniformly [0; > 1]-distributed values? >Yes, the p* functions do that (pnorm, pgamma, etc.). Duncan Murdoch