get.input {LambertW}R Documentation

Back-transform Y to X

Description

Given the data y and the parameter vector theta, this function computes the back transformed (or "input") data widehat{boldsymbol x}_{theta}.

Usage

get.input(y, theta, return.u=FALSE)

Arguments

y a numeric vector of data values.
theta parameter vector
return.u should the normalized input be returned; default: FALSE

Value

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}

Author(s)

Georg M. Goerg

References

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 Unpublished

Examples

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)

[Package LambertW version 0.1.9 Index]