Multigaussian transformation forward

The application provides the Projection Pursuit Multivariate Transform (PPMT) tool in Isatis.neo.

The Projection Pursuit Multivariate Transform can be used on any type of data and numerical variables.

This method is a statistical transformation which consists of first transforming a set of raw variables to Gaussian (via an anamorphosis), and then decorrelating these Gaussian variables into a set of uncorrelated variables, called PPMT. The transformation removes linear and nonlinear relationships between variables, allowing numerical simulations to be performed on the transformed variables independently.