LambertWTail transformation for heavy-tail Lambert W x F random variables.
A random variable Y has a Lambert W x F distribution if W_tau(Y) = X has distribution F, where tau = (shift, scale, tail) parameterizes the inverse transformation.
tfb_lambert_w_tail( shift = NULL, scale = NULL, tailweight = NULL, validate_args = FALSE, name = "lambertw_tail" )
shift |
Floating point tensor; the shift for centering (uncentering) the input (output) random variable(s). |
scale |
Floating point tensor; the scaling (unscaling) of the input (output) random variable(s). Must contain only positive values. |
tailweight |
Floating point tensor; the tail behaviors of the output random variable(s). Must contain only non-negative values. |
validate_args |
Logical, default FALSE. Whether to validate input with asserts. If validate_args is FALSE, and the inputs are invalid, correct behavior is not guaranteed. |
name |
name prefixed to Ops created by this class. |
This bijector defines the transformation underlying Lambert W x F distributions that transform an input random variable to an output random variable with heavier tails. It is defined as Y = (U * exp(0.5 * tail * U^2)) * scale + shift, tail >= 0 where U = (X - shift) / scale is a shifted/scaled input random variable, and tail >= 0 is the tail parameter.
Attributes:
shift: shift to center (uncenter) the input data.
scale: scale to normalize (de-normalize) the input data.
tailweight: Tail parameter delta of heavy-tail transformation; must be >= 0.
a bijector instance.
For usage examples see tfb_forward(), tfb_inverse(), tfb_inverse_log_det_jacobian().
Other bijectors:
tfb_absolute_value(),
tfb_affine_linear_operator(),
tfb_affine_scalar(),
tfb_affine(),
tfb_batch_normalization(),
tfb_blockwise(),
tfb_chain(),
tfb_cholesky_outer_product(),
tfb_cholesky_to_inv_cholesky(),
tfb_correlation_cholesky(),
tfb_cumsum(),
tfb_discrete_cosine_transform(),
tfb_expm1(),
tfb_exp(),
tfb_ffjord(),
tfb_fill_scale_tri_l(),
tfb_fill_triangular(),
tfb_gompertz_cdf(),
tfb_gumbel_cdf(),
tfb_gumbel(),
tfb_identity(),
tfb_inline(),
tfb_invert(),
tfb_iterated_sigmoid_centered(),
tfb_kumaraswamy_cdf(),
tfb_kumaraswamy(),
tfb_masked_autoregressive_default_template(),
tfb_masked_autoregressive_flow(),
tfb_masked_dense(),
tfb_matrix_inverse_tri_l(),
tfb_matvec_lu(),
tfb_normal_cdf(),
tfb_ordered(),
tfb_pad(),
tfb_permute(),
tfb_power_transform(),
tfb_rational_quadratic_spline(),
tfb_real_nvp_default_template(),
tfb_real_nvp(),
tfb_reciprocal(),
tfb_reshape(),
tfb_scale_matvec_diag(),
tfb_scale_matvec_linear_operator(),
tfb_scale_matvec_lu(),
tfb_scale_matvec_tri_l(),
tfb_scale_tri_l(),
tfb_scale(),
tfb_shifted_gompertz_cdf(),
tfb_shift(),
tfb_sigmoid(),
tfb_sinh_arcsinh(),
tfb_sinh(),
tfb_softmax_centered(),
tfb_softplus(),
tfb_softsign(),
tfb_split(),
tfb_square(),
tfb_tanh(),
tfb_transform_diagonal(),
tfb_transpose(),
tfb_weibull_cdf(),
tfb_weibull()
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.