summary.LWest {LambertW}R Documentation

Summary of Lambert W estimation

Description

Given an object of class LWest calculates useful information, such as Hessian, theoretical support, ...

Usage

## S3 method for class 'LWest':
summary(object, ...)

Arguments

object object of class LWest
... ...

Value

call function call
coefmat matrix with 4 columns for the estimated theta, its standard errors, t-statistic and corresponding (two-sided)p-values
distname distribution
nobs number of observations
input back-transformed data
support support of Y
data.range original data range
method Estimation method used.
hessian Hessian at the optimum. Only if method is MLE; otherwise NULL
p_1 Probability for the non-principal branch

Author(s)

Georg M. Goerg

References

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 Unpublished


[Package LambertW version 0.1.6 Index]