dLambertW {LambertW}R Documentation

Probability Density Function

Description

Computes the probability density of Y for Gaussian and student-t input.

Usage

dLambertW(y, theta = c(0, 0, 1), distname = c("normal"))

Arguments

y value
theta parameter vector
distname input distribution

Value

Value of the ddf at y.

Author(s)

Georg M. Goerg

References

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 Unpublished

Examples

theta.s=c(0.1,0,1)

aux.lambert=function(y){
dLambertW(y, theta=theta.s)
}

support(theta.s)

plot(aux.lambert, -3.5,3.5, ylab="Probability")
plot(dnorm, -3.5,3.5, add=TRUE, lty=2)
legend("topleft" , c("Lambert W - Gaussian" , "Gaussian"), lty=1:2)

#############
data(AA)
attach(AA)
X=AA[AA$sex=="f",]
y=X$bmi

fit.gmm=IGMM(y)
summary(fit.gmm) # Delta is significant and positive
plot(fit.gmm)

[Package LambertW version 0.1.6 Index]