Re: [R] function for inverse normal transformation

Rui Barradas Fri, 20 Jul 2012 11:35:13 -0700

Hello,

Yes, Carol is comparing what can't be compared. Your code should do it,I hope.


Rui Barradas

Em 20-07-2012 15:12, David L Carlson escreveu:

Rui's example included z-score data (drawn from rnorm). You converted your
data to z-scores so you need to compare your results to the z-scores not
the original data.

Change these lines:

tmp.qnorm = qnorm(tmp.p/2,lower.tail=FALSE)*sign(scale(tmp))
# sign is of scale(tmp) not tmp
equal(scale(tmp), tmp.qnorm)
# compare to scale(tmp) not tmp

----------------------------------------------
David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77843-4352

-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
project.org] On Behalf Of carol white
Sent: Friday, July 20, 2012 7:29 AM
To: Rui Barradas
Cc: r-help@r-project.org
Subject: Re: [R] function for inverse normal transformation

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 <ruipbarra...@sapo.pt>
To: carol white <wht_...@yahoo.com>
Cc: r-help <r-help@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.dun...@gmail.com> Cc: "r-h...@stat.math.ethz.ch" <r-
h...@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@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@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@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.

Re: [R] function for inverse normal transformation

Reply via email to