Lambert W parameter estimation, plots, simulation (Skew Analysis)


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Documentation for package ‘LambertW’ version 0.1.6

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LambertW-package Lambert W Random Variables
AA Australian athletes data set
d1W First derivative of W (principal branch)
d1W_1 First derivative of W (non-principal branch)
delta.01 Calculate delta for zero mean, unit variance output
delta.GMM GMM estimation of delta only
delta.test Test for significance of delta
dLambertW Probability Density Function
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 One-sided Kolmogorov - Smirnov test for student-t distribution
LambertW Lambert W Random Variables
mc MedCouple Estimator
MLE_LambertW Maximum Likelihood Estimation
MLE_LambertW.default Maximum Likelihood Estimation
mom.LambertW.U.Gauss Moments of Z 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 Lambert W Estimation Results
print.summary.LWest Summary of Estimation Results
p_1 Non-principal branch probability
qLambertW Quantile function
qqLambertW QQ - Plot for Lambert W
rLambertW Random Generation of 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 for Lambert W random variables
W_delta_1 Inverse transformation (non-principal)