theplu::yat::normalizer::Gauss Class Reference

Gaussian Normalizer. More...

#include <yat/normalizer/Gauss.h>

Public Member Functions
template<typename RandomAccessIter1 , typename RandomAccessIter2 >
void	operator() (RandomAccessIter1 first, RandomAccessIter1 last, RandomAccessIter2 result) const

Detailed Description

Gaussian Normalizer.

After normalization the range will follow a standard Gaussian distribution (mean zero and unity variance).

The range is first rank normalized using Spearman, after which each element is between 0 and unity. Second each element is replaced by inverse cumulative standard Gaussian distribution.

Since

New in yat 0.5

Member Function Documentation

template<typename RandomAccessIter1 , typename RandomAccessIter2 >

void theplu::yat::normalizer::Gauss::operator() ( RandomAccessIter1  first, RandomAccessIter1  last, RandomAccessIter2  result  ) const

inline

It is possible to centralize a range "in place"; it is permissible for the iterators first and result to be the same.

Type Requirements: Same as in Spearman

See Also

gsl_cdf_ugaussian_Pinv

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The documentation for this class was generated from the following file:

• yat/normalizer/Gauss.h