Transforms X to uniform margins using each cell's fitted CDF, then
optionally applies the probit transform to obtain centred Gaussian scores.
Implements Equations (3)–(4) from Clavijo Mesa et al. (2026, SF paper).
Usage
hm_pit_transform(X, fits, gaussian = TRUE)
Arguments
- X
Numeric matrix (\(T \times N\)) from [hm_to_matrix()].
- fits
data.frame from [hm_fit_marginals()].
- gaussian
If TRUE (default), also returns centred Gaussian
scores \(Z = \Phi^{-1}(U)\).
Value
A list with U (uniform matrix), Z (Gaussian scores
or NULL), n_cells_ok, and n_cells_skipped.
See also
[hm_fit_marginals()], [hm_marginal_gof()]
