get_output

<code>get_output</code> transforms the input \(\boldsymbol x\) to the observed
 data \(\boldsymbol y\) given the transformation vector \(\tau =
 (\mu_x(\boldsymbol \beta), \sigma_x(\boldsymbol \beta), \gamma, \alpha,
 \delta)\).
This is the inverse of <code>get_input</code>.

manip

Lambert W x F distributions are a generalized framework to analyze
skewed, heavy-tailed data. It is based on an input/output system, where the
output random variable (RV) Y is a non-linearly transformed version of an input
RV X ~ F with similar properties as X, but slightly skewed (heavy-tailed).
The transformed RV Y has a Lambert W x F distribution. This package contains
functions to model and analyze skewed, heavy-tailed data the Lambert Way:
simulate random samples, estimate parameters, compute quantiles, and plot/
print results nicely. The most useful function is 'Gaussianize',
which works similarly to 'scale', but actually makes the data Gaussian.
A do-it-yourself toolkit allows users to define their own Lambert W x
'MyFavoriteDistribution' and use it in their analysis right away.

Georg M Goerg

LambertW

Probabilistic Models to Analyze and Gaussianize Heavy-Tailed,
Skewed Data

Georg M. Goerg

get_output function

<dl><dt>x</dt>
<dd>a numeric vector of data values.</dd>
<dt>tau</dt>
<dd>named vector \(\tau\) which defines the variable transformation.
Must have at least <code>'mu_x'</code> and <code>'sigma_x'</code> element; see
<code>complete_tau</code> for details.</dd>
<dt>return.z</dt>
<dd>should the shifted and scaled output also be returned?
Default: <code>FALSE</code>.</dd></dl>

Arguments

Transform input X to output Y — get_output

<dl>

<dt>x</dt>
<dd>a numeric vector of data values.</dd>


<dt>tau</dt>
<dd>named vector \(\tau\) which defines the variable transformation.
Must have at least <code>'mu_x'</code> and <code>'sigma_x'</code> element; see
<code>complete_tau</code> for details.</dd>


<dt>return.z</dt>
<dd>should the shifted and scaled output also be returned?
Default: <code>FALSE</code>.</dd>

</dl>

get_output: Transform input X to output Y

Description

Usage

Value

Arguments

See Also