R/inv_GPCA_iteration.R
inv_GPCA_iteration.Rd
This function makes an inverse iteration of PCA-Gaussianization process
inv_GPCA_iteration(
x = GPCA_iter_param$x_next,
GPCA_iter_param,
type = 3,
extremes = TRUE
)
matrix of gaussian random variale to transform
GPCAiteration
S3 object returned by the function GPCA_iteration
corresponding the related direct iteration
the non-Gaussian random variable
This function is based on the inverse of the equation (1) of "PCA Gaussianization for One-Class Remote Sensing Image" by V. Laparra et al., http://ieeexplore.ieee.org/document/5413808/
GPCA
,GPCA_iteration
,inv_GPCA_iteration
,inv_GPCA
,GPCA-class
for 'GPCA' S3 class
library(RMAWGEN)
set.seed(1222)
N <- 20
x <- rexp(N)
y <- x+rnorm(N)
df <- data.frame(x=x,y=y)
GPCA <- GPCA_iteration(df,extremes=TRUE)
x <- rnorm(N)
y <- x+rnorm(N)
dfn <- data.frame(x=x,y=y)
GPCAn <- GPCA_iteration(dfn,extremes=TRUE)
df_out <- inv_GPCA_iteration(GPCA_iter_param=GPCA,extremes=TRUE)
dfn_out <- inv_GPCA_iteration(GPCA_iter_param=GPCAn,extremes=TRUE)