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- reindex <- function(u){
- u_square <- as.numeric(u^2)
- result <- list()
- result$u <- as.numeric(u)
- result$s <- c(0:length(u))/length(u)
- result$eta_hat <- rep(0, (length(u) + 1))
- for(i in 2:(length(u) + 1)){
- result$eta_hat[i] <- (sum(u_square[1:floor(result$s[i]*length(u))]) +
- (result$s[i]*length(u) - floor(result$s[i]*length(u)))*
- u_square[(floor(result$s[i]*length(u)) + 1)])/sum(u_square)
- }
- result$eta_hat[length(result$eta_hat)] <- 1
- result$eta_hat_inv <- rep(0, (length(u) + 1))
- for(i in 2:(length(u) + 1)){
- s <- i/length(u)
- k <- length(result$eta_hat[result$eta_hat < s])
- result$eta_hat_inv[i] <- (k-1)/length(u) +
- 1/(length(u)*(result$eta_hat[k+1] - result$eta_hat[k]))*(s - result$eta_hat[k])
- }
- result$eta_hat_inv[length(result$eta_hat_inv)] <- 1
- result$new_index <- floor(result$eta_hat_inv*length(u))
- return(result)
- }
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