delta.01 {LambertW} | R Documentation |
This function computes the input mean μ_x(delta) and standard deviation σ_x(delta) such that the resulting Lambert W Gaussian RV Y has zero mean, and unit variance for any given delta. Although, in principle, the function allows any output mean and variance, the default values μ_y = 0 and σ_y = 1 are the most useful, e.g. to generate a standardized LambertW white noise sequence.
So far only for Gaussian input.
delta.01(delta, mu_y=0, sigma_y=1)
delta |
skewness parameter |
mu_y |
output mean; default: 0 |
sigma_y |
output standard deviation; default: 1 |
The 3-dimensional vector (delta, μ_x(delta), σ_x(delta)).
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
delta.01(0) # for delta = 0, input == output, therefore (0,0,1) delta.01(0.1) # delta>0 (positively skewed): input mean must be # slightly negative to get a zero-mean output delta.01(1)