Gaussianize and analyze skewed, heavy-tailed data


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Documentation for package ‘LambertW’ version 0.2.9.5

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LambertW-package Lambert W Random Variables
AA Australian athletes data set
beta2tau Functions for parameter vector beta of the input distribution
beta_names Functions for parameter vector beta of the input distribution
bounds_theta Checks/completes/restricts/bounds/finds starting values for theta
check_theta Checks/completes/restricts/bounds/finds starting values for theta
complete_theta Checks/completes/restricts/bounds/finds starting values for theta
create_LambertW_input Modular toolkit for generation of input distribution object
create_LambertW_output Modular toolkit for generation of output distribution object
d1W Lambert W function and derivative
d1W_1 Lambert W function and derivative
d1W_delta Inverse transformation for heavy-tail Lambert W RVs
d1W_delta_alpha Inverse transformation for heavy-tail Lambert W RVs
delta_01 Input parameters to get a zero mean, unit variance output for a given delta
delta_GMM Estimate optimal delta
delta_Taylor Estimate of delta by Taylor approximation
dLambertW The Lambert W x F Distribution
dU The zero-mean, unit-variance version of standard distributions
G Tukey's h transformation with h = 1
gamma_01 Input parameters to get a zero mean, unit variance output for a given gamma
gamma_GMM Estimate optimal gamma
Gaussianize Gaussianizing matrix-like objects
get.input Back-transform Y to X
G_2delta_alpha Tukey's h transformation with delta
G_delta_alpha Tukey's h transformation with delta
H Orginal function defining the Lambert W function
H_gamma H transformation with gamma
IGMM Iterative Generalized Method of Moments - IGMM
IGMM.default Iterative Generalized Method of Moments - IGMM
ks.test.t One-sample Kolmogorov-Smirnov test for student-t distribution
LambertW Lambert W Random Variables
loglik_input Log-Likelihood of the data for Lambert W x F_X RVs
loglik_LambertW Log-Likelihood of the data for Lambert W x F_X RVs
loglik_penalty Log-Likelihood of the data for Lambert W x F_X RVs
mc MedCouple Estimator
mLambertW The Lambert W x F Distribution
MLE_LambertW Maximum Likelihood Estimation for Lambert W x F distributions
MLE_LambertW.default Maximum Likelihood Estimation for Lambert W x F distributions
normfit Graphical and statistical Gaussianity check
params2theta Log-Likelihood of the data for Lambert W x F_X RVs
pLambertW The Lambert W x F Distribution
plot.LambertW_fit Methods for output of LambertW estimators
plot.LambertW_input Methods for LambertW input objects
plot.LambertW_output Methods for LambertW output objects
print.LambertW_fit Methods for output of LambertW estimators
print.LambertW_input Methods for LambertW input objects
print.LambertW_output Methods for LambertW output objects
print.summary.LambertW_fit Methods for output of LambertW estimators
pU The zero-mean, unit-variance version of standard distributions
p_1 Non-principal branch probability
qLambertW The Lambert W x F Distribution
qqLambertW The Lambert W x F Distribution
qU The zero-mean, unit-variance version of standard distributions
restrict_theta Checks/completes/restricts/bounds/finds starting values for theta
rLambertW The Lambert W x F Distribution
rU The zero-mean, unit-variance version of standard distributions
skewness_test One-sample Kolmogorov-Smirnov test for student-t distribution
starting_theta Checks/completes/restricts/bounds/finds starting values for theta
summary.LambertW_fit Methods for output of LambertW estimators
support Compute the truncated support for skewed Lambert W distributions
theta2params Log-Likelihood of the data for Lambert W x F_X RVs
theta2tau Checks/completes/restricts/bounds/finds starting values for theta
vec.norm Lp norm of a vector
W Lambert W function and derivative
W_1 Lambert W function and derivative
W_2delta Inverse transformation for heavy-tail Lambert W RVs
W_2delta_alpha Inverse transformation for heavy-tail Lambert W RVs
W_delta Inverse transformation for heavy-tail Lambert W RVs
W_delta_alpha Inverse transformation for heavy-tail Lambert W RVs
W_gamma Inverse transformation for skewed Lambert W RVs
W_gamma_1 Inverse transformation for skewed Lambert W RVs