inv_gaussian_transform_cpp function

Transforms new data to a standardized normal distribution

inv_gaussian_transform_cpp(z, x)

Arguments

• z: arma::mat. The data are the Gaussian Monte Carlos samples to transform.
• x: arma::mat. The data with the original transformation. Used to conduct the transformation of z.

Returns

arma::mat of the same dimension as z

Author(s)

Lars Henry Berge Olsen