IGMM.default {LambertW} | R Documentation |
Computes via iterations the value of theta that generates appropriate input data x.
## Default S3 method: IGMM(y, robust = FALSE, tol = 10^(-6), gamma_x = 0, ...)
y |
data |
robust |
robust measure of the skewness |
tol |
tolerance level for conversion reached |
gamma_x |
Theoretical skewness of input X |
... |
... |
theta.0 |
the initial estimate theta.0 |
theta |
optimal theta |
iterations |
number of iterations |
call |
... |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
x=rnorm(1000) fit=IGMM(x) fit