Heavy-tail Lambert W RV transformation: \(G_{\delta, \alpha}(u) = u
\exp(\frac{\delta}{2} (u^2)^{\alpha})\). Reduces to Tukey's h distribution
for \(\alpha = 1\) (G_delta) and Gaussian input.
G_delta_alpha(u, delta = 0, alpha = 1)G_delta(u, delta = 0)
G_2delta_2alpha(u, delta = c(0, 0), alpha = c(1, 1))
numeric; same dimension/size as u.
a numeric vector of real values.
heavy tail parameter; default delta = 0, which implies
G_delta_alpha(u) = u.
exponent in \((u^2)^{\alpha}\); default alpha = 1
(Tukey's h).