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Module ecld

Module ecld 

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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 / w2n stability).