[R] Transform data to uniform variates

[Aloui Riadh]

To estimate Copula using canonical maximum likelihood method we need first
tranforming data to uniform variates. I found this code written by Jun Yan:
cbind((rank(dat[, 1]) - 0.5)/n, (rank(dat[, 2]) - 0.5)/n)

where dat represent the considered data.

Why do not use this formula rank(dat)/(n+1)
is it the same?
-- 
View this message in context: http://www.nabble.com/Transform-data-to-uniform-variates-tp17985481p17985481.html
Sent from the R help mailing list archive at Nabble.com.