[R] Transform the original data to the "Copula Scale"

Duncan Murdoch murdoch.duncan at gmail.com
Mon Nov 28 13:04:59 CET 2011

On 11-11-27 10:24 PM, cahaya iman wrote:
> Hi all,
> Did R build the function that can transform the original data to the
> "copula scale" by
> applying a probability integral transform to obtain uniformly [0;
> 1]-distributed values?

Yes, the p* functions do that (pnorm, pgamma, etc.).

Duncan Murdoch

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