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