R: GEV Transformations

mtransform {evd} | R Documentation

## GEV Transformations

### Description

Transforms to exponential margins under the GEV model.

### Usage

    mtransform(x, p, inv = FALSE, drp = FALSE)

### Arguments

`x` | A matrix with n rows and d columns, or a vector. In the latter case, if `p` is a list with the same length as the vector, it is treated as a matrix with one row. If `p` is not a list, it is treated as a matrix with one column.
`p` | A vector of length three or a matrix with n rows and three columns. It can also be a list of length d, in which case each element must be a vector of length three or a matrix with n rows and three columns.
`inv` | Logical; use the inverse transformation?
`drp` | Logical; return a vector rather than a single row matrix?. Note that a single column matrix is always returned as a vector.

### Details

Let x_i denote a vector of observations for i = 1,…,n. This function implements the transformation

y_{i} = \{1+s_i(x_{i}-a_i)/b_i\}_{+}^{-1/s_i}

to each column of the matrix `x`.

The values (a_i,b_i,s_i) are contained in the ith row of the n by 3 matrix `p`. If `p` is a vector of length three, the parameters are the same for every i = 1,…,n. Alternatively, `p` can be a list with d elements, in which case the jth element is used to transform the jth column of `x`.

This function is mainly for internal use. It is used by bivariate and multivariate routines to calculate marginal transformations.

### Value

A numeric matrix or vector.

[Package evd version 2.3-5 Index]