back-transform rank data

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locas
locas le 6 Avr 2018
i used tiedrank function to rank my data in order to convert them into standard normal distribution.
rank=tiedrank(Data);
p= rank/(length(rank) +1 );
newdata=norminv(p,0,1);
now i need to backward transform newdata to its original dist. Any suggestions ?
Thanks.

Réponses (1)

Jeff Miller
Jeff Miller le 7 Avr 2018
I am not really sure what you are trying to accomplish since you still have the original Data, but maybe this will give what you are after:
backtrans = mean(Data) + std(Data)*newdata;
Alternatively, I think you could get the same thing directly with:
newdataback=norminv(p,mean(Data),std(Data));

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