RMAWGEN (version 1.3.7)

inv_GPCA_iteration: This function makes an inverse iteration of PCA-Gaussianization process

Description

This function makes an inverse iteration of PCA-Gaussianization process

Usage

inv_GPCA_iteration(x = GPCA_iter_param$x_next, GPCA_iter_param,
  type = 3, extremes = TRUE)

Arguments

x

matrix of gaussian random variale to transform

GPCA_iter_param

GPCAiteration S3 object returned by the function GPCA_iteration corresponding the related direct iteration

type

see normalizeGaussian_severalstations

extremes

see normalizeGaussian_severalstations

Value

the non-Gaussian random variable

See Also

GPCA,GPCA_iteration,inv_GPCA_iteration,inv_GPCA,GPCA-class for 'GPCA' S3 class

Examples

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

GPCA <- GPCA_iteration(df,extremes=TRUE)

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

GPCAn <- GPCA_iteration(dfn,extremes=TRUE)

df_out <- inv_GPCA_iteration(GPCA_iter_param=GPCA,extremes=TRUE)
dfn_out <- inv_GPCA_iteration(GPCA_iter_param=GPCAn,extremes=TRUE)


# }