inv_GPCA function

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

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

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

Returns

the non-Gaussian random variable

Note

This function re-iterates the inverse of equation (1) of "PCA Gaussianization for One-Class Remote Sensing Image" by V. Laparra et al., http://ieeexplore.ieee.org/document/5413808/

Examples

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)

See Also

GPCA,GPCA_iteration,inv_GPCA_iteration,inv_GPCA

Author(s)

Emanuele Cordano