[R] function for inverse normal transformation

[carol white]

Thanks Rui.
I changed my scripts to the followings and I think that it still is not correct. See also the attached file.

Thanks for your help,


 tmp
 [1]  2.502519  1.828576  3.755778 17.415000  3.779296  2.956850  2.379663
 [8]  1.103559  8.920316  2.744500  2.938480  7.522174 10.629200  8.552259
[15]  5.425938  4.388906  0.000000  0.723887 11.337860  3.763786


 tmp.p =2*pnorm(abs(scale(tmp)),lower.tail=FALSE)
>  tmp.qnorm = qnorm(tmp.p/2,lower.tail=FALSE)
>  tmp.qnorm = qnorm(tmp.p/2,lower.tail=FALSE)*sign(tmp)
> equal(tmp, tmp.qnorm)
[1] FALSE
> par(mfrow = c(1,3))
> hist(tmp)
> hist(tmp.p)
> hist(tmp.qnorm)



________________________________
 From: Rui Barradas <ruipbarradas at sapo.pt>
To: carol white <wht_crl at yahoo.com> 
Cc: r-help <r-help at r-project.org> 
Sent: Friday, July 20, 2012 2:02 PM
Subject: Re: [R] function for inverse normal transformation
 

Hello,

No it's not correct, you are computing a what seems to be a
    two-tailed probabiity, so the inverse should account for it. Look
    closely: you take the absolute value, then the upper tail
    probability, then multiply 2 into it. Reverse these steps to get the
    correct value.

# Helper function
equal <- function(x, y, tol=.Machine$double.eps^0.5) all(abs(x -
    y)  < tol)

m <- rnorm(5)
p <- 2*pnorm(abs(m), lower.tail=FALSE)
m2 <- qnorm(p/2, lower.tail=FALSE)*sign(m)

equal(m, m2)

(The helper function is just to test floating point values computed
    differently for equality.)

Hope this helps,

Rui Barradas


Em 20-07-2012 12:36, carol white escreveu:

Thanks for your reply. So to derive it from a given data set, is the following correct to do? my_data.p =2*pnorm(abs(my_data),lower.tail=FALSE) my_data.q = qnorm(my_data.p) Cheers, ________________________________ From: Duncan Murdoch <murdoch.duncan at gmail.com> Cc: "r-help at stat.math.ethz.ch" <r-help at stat.math.ethz.ch> Sent: Friday, July 20, 2012 1:23 PM
Subject: Re: [R] function for inverse normal transformation On 12-07-20 6:21 AM, carol white wrote: 
>Hi,
What is the function for inverse normal transformation? 
>qnorm Duncan Murdoch 
>Thanks, Carol     [[alternative HTML version deleted]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code. 
>[[alternative HTML version deleted]] 
>
>
>______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. 
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