Inverse normal transformation

Source: R/inv_normal.R

Transforms any variable into a standard normal distributed variable N(0,1).

trans_inv_normal(x, const = 3/8)

Arguments

x

numeric vector that needs to be transformed
const

numeric value, 3/8 and 0.5 recommended.

Value

Numeric vector of length(x) that is standard normally distributed

References

See also https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2921808/

Examples

X <- runif(1000)

X.trans <- trans_inv_normal(X)
par(mfrow = c(1, 2))
hist(X)
hist(X.trans)
par(mfrow = c(1, 2))
qqnorm(X)
qqnorm(X.trans)