gamma_01 {LambertW}R Documentation

Input parameters to get a zero mean, unit variance output for a given gamma

Description

Computes the input mean μx(γ)\mu_x(\gamma) and standard deviation σx(γ)\sigma_x(\gamma) for input XF(xβ)X \sim F(x \mid \boldsymbol \beta) such that the resulting skewed Lambert W x F RV YY with γ\gamma has zero-mean and unit-variance. So far works only for Gaussian input and scalar γ\gamma.

The function works for any output mean and standard deviation, but μy=0\mu_y = 0 and σy=1\sigma_y = 1 are set as default as they are the most useful, e.g., to generate a standardized Lambert W white noise sequence.

Usage

gamma_01(gamma, mu.y = 0, sigma.y = 1, distname = "normal")

Arguments

gamma

skewness parameter

mu.y

output mean; default: 0.

sigma.y

output standard deviation; default: 1.

distname

string; name of distribution. Currently only supports "normal".

Value

A 5-dimensional vector (μx(γ)\mu_x(\gamma), σx(γ)\sigma_x(\gamma), γ\gamma, 0, 1), where δ=0\delta = 0 and α=1\alpha = 1 are set for the sake of compatiblity with other functions.

Examples


gamma_01(0) # for gamma = 0, input == output, therefore (0,1,0,0,1)
# input mean must be slightly negative to get a zero-mean output
gamma_01(0.1) # gamma = 0.1 means it is positively skewed
gamma_01(1)


[Package LambertW version 0.6.9-1 Index]