Lambert W parameter estimation


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Documentation for package ‘LambertW’ version 0.1.0

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LambertW-package Lambert W simulation and estimation
AA Australian athletes data set
d1W First derivative of W (non-principal branch)
d1W_1 First derivative of W (non-principal branch)
delta.01 Appropriate delta for zero mean, unit variance output
delta.GMM GMM estimation of delta only
delta.test Test for significant delta
dLambertW Probability density of Y
get.input Back-transform Y to X
H Underlying transformation H
H_delta Transformation with delta
IGMM Iterative Generalized Method of Moments - IGMM
IGMM.default Iterative Generalized Method of Moments (IGMM)
KS.test.t Kolmogorov - Smirnov test for student-t data
LambertW Lambert W simulation and estimation
mc MedCouple Estimator
MLE_LambertW Maximum Likelihood
MLE_LambertW.default Maximum Likelihood
mom.LambertW.U.Gauss Moments of Y for Standard Gaussian input
mom.LambertW.X.Gauss Moments of Y for Gaussian input
normfit Graphical and stastical Gaussianity check
pLambertW Cumulative distribution function
plot.LWest Plot Estimation results
print.summary.LWest Summary of estimation
p_1 Non-principal branch probability
qLambertW Quantile function
qqLambertW QQ - Plot for Lambert W
rLambertW Random generation for Lambert W RV
sd Standard deviation
summary.LWest Summary of Lambert W estimation
support Truncated support
vec.norm Euclidean norm
W Lambert W function (principal branch)
W_1 Lambert W function (non-principal branch)
W_delta Inverse transformation
W_delta_1 Inverse transformation (non-principal)