Probabilistic Models to Analyze and Gaussianize Heavy-Tailed,
Skewed Data
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Documentation for package ‘LambertW’ version 0.6.9-1
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A B C D E F G H I K L M N P Q R S T U V W X
| LambertW-package | R package for Lambert W \times F distributions |
-- A --
| AA | Datasets |
| analyze_convergence | Analyze convergence of Lambert W estimators |
-- B --
| beta-utils | Utilities for parameter vector beta of the input distribution |
| beta2tau | Utilities for parameter vector beta of the input distribution |
| beta_names | List of deprecated functions |
| bootstrap | Bootstrap Lambert W x F estimates |
| bootstrap.LambertW_fit | Bootstrap Lambert W x F estimates |
| bounds_theta | List of deprecated functions |
-- C --
| check_beta | Utilities for parameter vector beta of the input distribution |
| check_distname | Utilities for distributions supported in this package |
| check_tau | Utilities for transformation vector tau |
| check_theta | Utilities for the parameter vector of Lambert W\times F distributions |
| common-arguments | Common arguments for several functions |
| complete_tau | Utilities for transformation vector tau |
| complete_theta | Utilities for the parameter vector of Lambert W\times F distributions |
| create_LambertW_input | Do-it-yourself toolkit for Lambert W \times F distribution |
| create_LambertW_output | Do-it-yourself toolkit for Lambert W \times F distribution |
-- D --
| d1W_1 | List of deprecated functions |
| datasets | Datasets |
| delta_01 | Input parameters to get zero mean, unit variance output given delta |
| delta_GMM | Estimate delta |
| delta_Taylor | Estimate of delta by Taylor approximation |
| deprecated-functions | List of deprecated functions |
| deriv_log_W | Lambert W function, its logarithm and derivative |
| deriv_W | Lambert W function, its logarithm and derivative |
| deriv_W_delta | Inverse transformation for heavy-tail Lambert W RVs |
| deriv_W_delta_alpha | Inverse transformation for heavy-tail Lambert W RVs |
| deriv_W_gamma | Inverse transformation for skewed Lambert W RVs |
| deriv_xexp | Transformation that defines the Lambert W function and its derivative |
| distname-utils | Utilities for distributions supported in this package |
| dLambertW | Utilities for Lambert W \times F Random Variables |
| dU | Zero-mean, unit-variance version of standard distributions |
-- E --
| estimate_beta | Utilities for parameter vector beta of the input distribution |
-- F --
| flatten_theta | Utilities for the parameter vector of Lambert W\times F distributions |
-- G --
| gamma_01 | Input parameters to get a zero mean, unit variance output for a given gamma |
| gamma_GMM | Estimate gamma |
| gamma_Taylor | Estimate gamma by Taylor approximation |
| Gaussianize | Gaussianize matrix-like objects |
| get.input | Back-transform Y to X |
| get_beta_names | Utilities for parameter vector beta of the input distribution |
| get_distnames | Utilities for distributions supported in this package |
| get_distname_family | Utilities for distributions supported in this package |
| get_gamma_bounds | Get bounds for gamma |
| get_initial_tau | Utilities for transformation vector tau |
| get_initial_theta | Utilities for the parameter vector of Lambert W\times F distributions |
| get_input | Back-transform Y to X |
| get_output | Transform input X to output Y |
| get_support | Computes support for skewed Lambert W x F distributions |
| get_theta_bounds | Utilities for the parameter vector of Lambert W\times F distributions |
| G_2delta_2alpha | Heavy tail transformation for Lambert W random variables |
| G_delta | Heavy tail transformation for Lambert W random variables |
| G_delta_alpha | Heavy tail transformation for Lambert W random variables |
-- H --
| H | List of deprecated functions |
| H_gamma | H transformation with gamma |
-- I --
| IGMM | Iterative Generalized Method of Moments - IGMM |
-- K --
| ks_test_t | One-sample Kolmogorov-Smirnov test for student-t distribution |
| kurtosis | Skewness and kurtosis |
-- L --
| LambertW | R package for Lambert W \times F distributions |
| LambertW-toolkit | Do-it-yourself toolkit for Lambert W \times F distribution |
| LambertW-utils | Utilities for Lambert W \times F Random Variables |
| LambertW_fit-methods | Methods for Lambert W\times F estimates |
| LambertW_input_output-methods | Methods for Lambert W input and output objects |
| loglik-LambertW-utils | Log-Likelihood for Lambert W\times F RVs |
| loglik_input | Log-Likelihood for Lambert W\times F RVs |
| loglik_LambertW | Log-Likelihood for Lambert W\times F RVs |
| loglik_penalty | Log-Likelihood for Lambert W\times F RVs |
| log_deriv_W | Lambert W function, its logarithm and derivative |
| log_W | Lambert W function, its logarithm and derivative |
| lp_norm | lp norm of a vector |
-- M --
| medcouple_estimator | MedCouple Estimator |
| mLambertW | Utilities for Lambert W \times F Random Variables |
| MLE_LambertW | Maximum Likelihood Estimation for Lambert W \times F distributions |
-- N --
| normalize_by_tau | Utilities for transformation vector tau |
| normfit | List of deprecated functions |
-- P --
| params2theta | List of deprecated functions |
| pLambertW | Utilities for Lambert W \times F Random Variables |
| plot.convergence_LambertW_fit | Analyze convergence of Lambert W estimators |
| plot.LambertW_fit | Methods for Lambert W\times F estimates |
| plot.LambertW_input | Methods for Lambert W input and output objects |
| plot.LambertW_output | Methods for Lambert W input and output objects |
| print.LambertW_fit | Methods for Lambert W\times F estimates |
| print.LambertW_input | Methods for Lambert W input and output objects |
| print.LambertW_output | Methods for Lambert W input and output objects |
| print.summary.LambertW_fit | Methods for Lambert W\times F estimates |
| pU | Zero-mean, unit-variance version of standard distributions |
| p_1 | List of deprecated functions |
| p_m1 | Non-principal branch probability |
-- Q --
| qLambertW | Utilities for Lambert W \times F Random Variables |
| qqLambertW | Utilities for Lambert W \times F Random Variables |
| qU | Zero-mean, unit-variance version of standard distributions |
-- R --
| rLambertW | Utilities for Lambert W \times F Random Variables |
| rU | Zero-mean, unit-variance version of standard distributions |
-- S --
| skewness | Skewness and kurtosis |
| skewness_test | List of deprecated functions |
| SolarFlares | Datasets |
| starting_theta | List of deprecated functions |
| summary.convergence_LambertW_fit | Analyze convergence of Lambert W estimators |
| summary.LambertW_fit | Methods for Lambert W\times F estimates |
| support | List of deprecated functions |
-- T --
| tau-utils | Utilities for transformation vector tau |
| tau2theta | Utilities for transformation vector tau |
| tau2type | Utilities for transformation vector tau |
| test_norm | Visual and statistical Gaussianity check |
| test_normality | Visual and statistical Gaussianity check |
| test_symmetry | Test symmetry based on Lambert W heavy tail(s) |
| theta-utils | Utilities for the parameter vector of Lambert W\times F distributions |
| theta2params | List of deprecated functions |
| theta2tau | Utilities for the parameter vector of Lambert W\times F distributions |
| theta2unbounded | Utilities for the parameter vector of Lambert W\times F distributions |
-- U --
| U-utils | Zero-mean, unit-variance version of standard distributions |
| unflatten_theta | Utilities for the parameter vector of Lambert W\times F distributions |
-- V --
| vec.norm | List of deprecated functions |
-- W --
| W | Lambert W function, its logarithm and derivative |
| W_1 | List of deprecated functions |
| W_2delta | Inverse transformation for heavy-tail Lambert W RVs |
| W_2delta_2alpha | Inverse transformation for heavy-tail Lambert W RVs |
| W_delta | Inverse transformation for heavy-tail Lambert W RVs |
| W_delta_alpha | Inverse transformation for heavy-tail Lambert W RVs |
| W_gamma | Inverse transformation for skewed Lambert W RVs |
| W_gamma_1 | List of deprecated functions |
-- X --
| xexp | Transformation that defines the Lambert W function and its derivative |