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: | 0.6.9-2 |
| 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: | 2025-08-21 |
| 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 |
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