Gaussian transformation
On 04/29/2015 12:32 PM, Carlo Innocenti wrote:
Thank you Edzer. It works, but I need the back transformation as well. What about the gaussian anamorphosis with hermite polynomials? I know that is a method used to normalize the data before to apply the conditional gaussian simulation.
I haven't seen this in R.
There is a package in R to transform and back transform with this method? Another method that is used in these cases should be the normal scores transformation: is it implemented in some package?
I think what I suggested below is commonly referred to as normal score transformation, maybe with the variation of taking out the 0.5 or having 1, there. GSLIB used to advocate this, and had a program for backtransforming, making certain assumptions about the tails. I'd recommend trying log or Box-Cox first, and then look into copulas.
Carlo
2015-04-28 22:32 GMT+02:00 Edzer Pebesma <edzer.pebesma at uni-muenster.de
<mailto:edzer.pebesma at uni-muenster.de>>:
one way is the rank transform:
x = rgamma(100, 0.1)
hist(x)
y = qnorm((order(x)/(length(x) + 0.5)))
qqnorm(y)
but transforming your conditionally simulated values back will be
tricky. And I'm not sure about the 0.5.
On 04/28/2015 06:09 PM, Carlo Innocenti wrote:
> I would like to perform a gaussian conditional simulation on a
variable
> that is highly skewed.
> Could someone suggest me how to transform my variable in a gaussian
> distribution?
>
> Thanks,
> Carlo
>
>
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Edzer Pebesma
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Carlo Innocenti, PhD
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Edzer Pebesma Institute for Geoinformatics (ifgi), University of M?nster, Heisenbergstra?e 2, 48149 M?nster, Germany; +49 251 83 33081 Journal of Statistical Software: http://www.jstatsoft.org/ Computers & Geosciences: http://elsevier.com/locate/cageo/ Spatial Statistics Society http://www.spatialstatistics.info -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 490 bytes Desc: OpenPGP digital signature URL: <https://stat.ethz.ch/pipermail/r-sig-geo/attachments/20150429/b8d6f743/attachment.bin>