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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 |
Reference manual: | LambertW.pdf |
Vignettes: |
LambertW Overview |
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 depends: | WordOfMouth |
Reverse imports: | bellreg, bestNormalize, CryptRndTest, optband, shorts |
Reverse suggests: | rsurv |
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These binaries (installable software) and packages are in development.
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