| copula.trans | R Documentation |
Transforms a data matrix so that the marginals follow approximately the standard Gaussian distribution. Alternatively, the marginals can be transformed to follow approximately the uniform distribution on [0,1].
copula.trans(dendat, marginal=rep("gauss",dim(dendat)[2]), remna=TRUE)
dendat |
n*d data matrix; the data matrix of n observations and d variables |
marginal |
d-vector of character strings; the character strings can be "gauss" or "uniform" |
remna |
TRUE or FALSE; if remna=TRUE, then the rows containing a NA are removed |
n*d data matrix
Jussi Klemela
set.seed(2) n<-100 d<-2 dendat<-matrix(runif(n*d),n,d) x<-copula.trans(dendat)