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

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.

Version: 0.6.9-1
Depends: MASS, ggplot2
Imports: lamW (≥ 1.3.0), stats, graphics, grDevices, RColorBrewer, reshape2, Rcpp (≥ 1.0.4), methods
LinkingTo: Rcpp, lamW
Suggests: boot, Rsolnp, nortest, numDeriv, testthat, data.table, moments, knitr, markdown, vars
Published: 2023-11-30
DOI: 10.32614/CRAN.package.LambertW
Author: Georg M. Goerg [aut, cre]
Maintainer: Georg M. Goerg <im at gmge.org>
BugReports: https://github.com/gmgeorg/LambertW/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200
NeedsCompilation: yes
Citation: LambertW citation info
Materials: README NEWS
In views: Distributions
CRAN checks: LambertW results

Documentation:

Reference manual: LambertW.pdf
Vignettes: LambertW Overview

Downloads:

Package source: LambertW_0.6.9-1.tar.gz
Windows binaries: r-devel: LambertW_0.6.9-1.zip, r-release: LambertW_0.6.9-1.zip, r-oldrel: LambertW_0.6.9-1.zip
macOS binaries: r-release (arm64): LambertW_0.6.9-1.tgz, r-oldrel (arm64): LambertW_0.6.9-1.tgz, r-release (x86_64): LambertW_0.6.9-1.tgz, r-oldrel (x86_64): LambertW_0.6.9-1.tgz
Old sources: LambertW archive

Reverse dependencies:

Reverse depends: WordOfMouth
Reverse imports: bellreg, bestNormalize, CryptRndTest, optband, shorts
Reverse suggests: rsurv

Linking:

Please use the canonical form https://CRAN.R-project.org/package=LambertW to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.