CRAN/E | LambertW

LambertW

Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data

Installation

About

Lambert W x F distributions are a generalized framework to analyze skewed, heavy-tailed data. It is based on an input/output system, where the output random variable (RV) Y is a non-linearly transformed version of an input RV X ~ F with similar properties as X, but slightly skewed (heavy-tailed). The transformed RV Y has a Lambert W x F distribution. This package contains functions to model and analyze skewed, heavy-tailed data the Lambert Way: simulate random samples, estimate parameters, compute quantiles, and plot/ print results nicely. The most useful function is 'Gaussianize', which works similarly to 'scale', but actually makes the data Gaussian. A do-it-yourself toolkit allows users to define their own Lambert W x 'MyFavoriteDistribution' and use it in their analysis right away.

Citation LambertW citation info
github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200
github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200
github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200
github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200
Bug report File report

Key Metrics

Version 0.6.9-1
Published 2023-11-30 120 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks LambertW results

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Maintainer

Maintainer

Georg M. Goerg

im@gmge.org

Authors

Georg M. Goerg

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

Distributions

Vignettes

LambertW Overview

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

LambertW archive

Depends

MASS
ggplot2

Imports

lamW ≥ 1.3.0
stats
graphics
grDevices
RColorBrewer
reshape2
Rcpp ≥ 1.0.4
methods

Suggests

boot
Rsolnp
nortest
numDeriv
testthat
data.table
moments
knitr
markdown
vars

LinkingTo

Rcpp
lamW

Reverse Depends

WordOfMouth

Reverse Imports

bestNormalize
CryptRndTest
optband
shorts