inv_GPCA function

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