get.input {LambertW} | R Documentation |
Given the data y and theta, this function calculates the back transformed data x_{delta}.
get.input(y, theta)
y |
data |
theta |
parameter vector |
u |
Centered and normalized data u |
x |
Original input data x |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
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)