H_delta {LambertW}R Documentation

H transformation with delta

Description

Function underlying the Lambert W RV transformation: H_{delta}(u) = u exp(delta u).

This function is a wrapper for H(delta u)/delta.

Usage

H_delta(u, delta = 0)

Arguments

u a numeric vector of real values
delta skewness parameter; default delta = 0, which implies H_delta(u) = u.

Value

u exp(delta u).

Author(s)

Georg M. Goerg

References

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 Unpublished

Examples

H_delta(1, delta=1)
W_delta(exp(1), delta=1)

H_delta(2)                                      ## default value is delta = 0: hence, H(u) = u
H_delta(0, delta=1) ## H_delta(0)= 0  for all delta

[Package LambertW version 0.1.9 Index]