delta.01 {LambertW} | R Documentation |
This function calculates the input mean and standard deviation such that the resulting Lambert W Gaussian random variable has zero mean, and unit variance. This is useful for generating, e.g. a standardized white noise sequence.
delta.01(delta)
delta |
skewness parameter delta |
M |
mean of X |
S |
standard deviation of X |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
delta.01(0.1) delta.01(0)