back-transform rank data

Question

locas 2018-4-6

回答： Jeff Miller 2018-4-7

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.

Answer 1

Jeff Miller 2018-4-7

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));