common-arguments function

Common arguments for several functions

Common arguments for several functions

Reference list of most common function arguments in this package.

Arguments

  • y: a numeric vector of real values (the observed data).

  • distname: character; name of input distribution; see get_distnames.

  • type: type of Lambert W ×\times F distribution: skewed "s"; heavy-tail "h"; or skewed heavy-tail "hh".

  • theta: list; a (possibly incomplete) list of parameters alpha, beta, gamma, delta. complete_theta

    fills in default values for missing entries.

  • beta: numeric vector (deprecated); parameter β\boldsymbol \beta of the input distribution. See check_beta on how to specify beta for each distribution.

  • gamma: scalar (deprecated); skewness parameter; default: 0.

  • delta: scalar or vector (length 2) (deprecated); heavy-tail parameter(s); default: 0.

  • alpha: scalar or vector (length 2) (deprecated); heavy tail exponent(s); default: 1.

  • tau: named vector τ\tau which defines the variable transformation. Must have at least 'mu_x' and 'sigma_x' element; see complete_tau for details.

  • return.u: logical; if TRUE, it returns the standardized input that corresponds to UU, which is the zero-mean and/or unit-variance version of input XFXX \sim F_X.

  • use.mean.variance: logical; if TRUE it uses mean and variance implied by β\boldsymbol \beta to do the transformation (Goerg 2011). If FALSE, it uses the alternative definition from Goerg (2016) with location and scale parameter.

  • Maintainer: Georg M. Goerg
  • License: GPL (>= 2)
  • Last published: 2023-11-30