Expand description
Symmetric lambda (exponential power / generalized normal) emission density.
ldhmm uses ecld.pdf via gnorm::dgnorm with beta = 2/λ. At λ=1 this is Gaussian.
Source: references/ldhmm/ssrn-2979516.pdf §2; ldhmm ecld.* functions.
Functions§
- ecld_
cdf - CDF of the symmetric lambda distribution (ldhmm
ecld.cdf/ gnorm). - ecld_
log_ pdf - ecld_
pdf - PDF of the symmetric lambda distribution (ecld / generalized normal).
- ecld_
variance - Emission variance of the symmetric lambda distribution:
σ² Γ(3/β) / Γ(1/β), β=2/λ. - natural_
to_ work - work_
to_ natural - Natural-parameter style mapping helpers (ldhmm
n2w/w2nstability).