RMAWGEN (version 1.3.7)

inv_GPCA: This function makes an inverse Gaussianization procedure besad on PCA iteration ( see inv_GPCA_iteration

Description

This function makes an inverse Gaussianization procedure besad on PCA iteration ( see inv_GPCA_iteration

Usage

inv_GPCA(x = NULL, GPCA_param, type = 3, extremes = TRUE)

Arguments

x

gaussian random variable to transform

GPCA_param

GPCA-class S3 object returned by the function GPCA

type

see normalizeGaussian_severalstations

extremes

see normalizeGaussian_severalstations

Value

the non-Gaussian random variable

See Also

GPCA,GPCA_iteration,inv_GPCA_iteration,inv_GPCA

Examples

# NOT RUN {
library(RMAWGEN)
set.seed(1222)
nIterations <- 30
N <- 20
x <- rexp(N)
y <- x+rnorm(N)
df <- data.frame(x=x,y=y)

GPCA <- GPCA(df,n=nIterations,extremes=TRUE)

x <- rnorm(N)
y <- x+rnorm(N)
dfn <- data.frame(x=x,y=y)

GPCAn <- GPCA(dfn,n=nIterations,extremes=TRUE)

df_out <- inv_GPCA(GPCA_param=GPCA,extremes=TRUE)
dfn_out <- inv_GPCA(GPCA_param=GPCAn,extremes=TRUE)


# }