delta.01 {LambertW}R Documentation

Calculate delta for zero mean, unit variance output

Description

This function calculates the input mean and standard deviation given delta such that the resulting Lambert W Gaussian RV has zero mean, and unit variance. This is useful for generating, e.g. a standardized white noise sequence.

Usage

delta.01(delta)

Arguments

delta skewness parameter delta

Value

M mean of X
S standard deviation of X

Author(s)

Georg M. Goerg

References

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 Unpublished

Examples

delta.01(0) # for delta = 0 it holds input == output, therefore M =0, S=1
delta.01(0.1)

[Package LambertW version 0.1.6 Index]