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 |