get.input {LambertW}R Documentation

Back-transform Y to X

Description

Given the data y and theta, this function calculates the back transformed data x_{delta}.

Usage

get.input(y, theta)

Arguments

y data
theta parameter vector

Value

u Centered and normalized data u
x Original input data x

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

Examples

y=rLambertW(n=1000, c(0.1,0,1))
fit.gmm=IGMM(y)
summary(fit.gmm)

x=get.input(y, fit.gmm$theta)$x
plot(x)
normfit(x)


[Package LambertW version 0.1.6 Index]