# common-arguments: Common arguments for several functions In LambertW: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data

 common-arguments R Documentation

## Common arguments for several functions

### Description

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 \boldsymbol β 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 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 U, which is the zero-mean and/or unit-variance version of input X \sim F_X. use.mean.variance logical; if TRUE it uses mean and variance implied by \boldsymbol β to do the transformation (Goerg 2011). If FALSE, it uses the alternative definition from Goerg (2016) with location and scale parameter.

LambertW documentation built on Sept. 22, 2022, 5:07 p.m.