[R] Transform the original data to the "Copula Scale"

[Duncan Murdoch]

On 11-11-27 10:24 PM, cahaya iman wrote:
> Hi all,
>
> Did R build the function that can transform the original data to the
> "copula scale" by
> applying a probability integral transform to obtain uniformly [0;
> 1]-distributed values?
>

Yes, the p* functions do that (pnorm, pgamma, etc.).

Duncan Murdoch