MLE_LambertW.default {LambertW} | R Documentation |
MLE of Lambert W RV for Gaussian and student-t input.
## Default S3 method: MLE_LambertW(y, distname = c("normal"), theta.0 = IGMM(y)$theta,...)
y |
data |
distname |
input distribution |
theta.0 |
initial value. By default the GMM estimate. |
... |
~~Describe ... here~~ |
an object of class LWest
theta.0 |
initial value |
theta |
ML estimate |
hessian |
Hessian at the optimum. Numerical |
call |
function call |
message |
message from the optimization method. what kind of convergence |
distname |
input distribution |
data |
data |
method |
estimation method. Here "Maximum Likelihood" |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished