[R-sig-Geo] Gaussian transformation

[Edzer Pebesma]

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
>     >
>     >
> 
>     --
>     Edzer Pebesma
>     Institute for Geoinformatics (ifgi),  University of Münster,
>     Heisenbergstraße 2, 48149 Münster, Germany; +49 251 83 33081
>     <tel:%2B49%20251%2083%2033081>
>     Journal of Statistical Software:   http://www.jstatsoft.org/
>     Computers & Geosciences:   http://elsevier.com/locate/cageo/
>     Spatial Statistics Society http://www.spatialstatistics.info
> 
> 
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> 
> 
> 
> -- 
> 
> 
> Carlo Innocenti, PhD
> 
> ISPRA
> Istituto Superiore per la Protezione e la Ricerca Ambientale
> High Institute for Environmental Protection and Research
> 
> Via Vitaliano Brancati, 60
> 00144 Roma
> Italy
> 
> phone: +39 06 5007 4639
> email: carlo.innocenti at isprambiente.it
> <mailto:carlo.innocenti at isprambiente.it>

-- 
Edzer Pebesma
Institute for Geoinformatics (ifgi),  University of Münster,
Heisenbergstraße 2, 48149 Münster, 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

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