[R] function for inverse normal transformation

[Duncan Murdoch]

On 20/07/2012 8:28 AM, carol white wrote:
> Thanks Rui.
> I changed my scripts to the followings and I think that it still is not correct.

You haven't told us clearly what you are trying to achieve, and you 
don't tell us what is wrong with what you have.  How do you expect 
anyone to help?

Duncan Murdoch


> 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.
>
>
> ______________________________________________
> 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.