get.input {LambertW} | R Documentation |
Given the data y
and the parameter vector theta, this function computes the back transformed (or "input") data widehat{boldsymbol x}_{theta}.
get.input(y, theta, return.u=FALSE)
y |
a numeric vector of data values. |
theta |
parameter vector |
return.u |
should the normalized input be returned; default: FALSE |
The estimated input data vector widehat{boldsymbol x}_{theta} (solution of the principal branch of W_delta
).
If return.u = TRUE
then it returns a list with 2 vectors
u |
centered and normalized input u |
x |
input data widehat{boldsymbol x}_{theta} |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
set.seed(12) y=rLambertW(n=1000, c(0.1,0,1)) normfit(y) fit.gmm=IGMM(y) summary(fit.gmm) x=get.input(y, fit.gmm$theta) plot(x) normfit(x)