LambertW (0.6.4)
Probabilistic Models to Analyze and Gaussianize HeavyTailed, Skewed Data.
http://www.gmge.org http://arxiv.org/abs/0912.4554 http://arxiv.org/abs/1010.2265 http://arxiv.org/abs/1602.02200
http://cran.rproject.org/web/packages/LambertW
Lambert W x F distributions are a generalized framework to analyze skewed, heavytailed data. It is based on an input/output system, where the output random variable (RV) Y is a nonlinearly transformed version of an input RV X ~ F with similar properties as X, but slightly skewed (heavytailed). The transformed RV Y has a Lambert W x F distribution. This package contains functions to model and analyze skewed, heavytailed data the Lambert Way: simulate random samples, estimate parameters, compute quantiles, and plot/ print results nicely. Probably the most important function is 'Gaussianize', which works similarly to 'scale', but actually makes the data Gaussian. A doityourself toolkit allows users to define their own Lambert W x 'MyFavoriteDistribution' and use it in their analysis right away.
Maintainer:
Georg M. Goerg
Author(s): Georg M. Goerg <im@gmge.org>
License: GPL (>= 2)
Uses: ggplot2, lamW, MASS, RColorBrewer, Rcpp, reshape2, boot, moments, nortest, numDeriv, testthat, Rsolnp
Reverse depends: LindleyR, SpatialVx
Released about 2 years ago.
13 previous versions
 LambertW_0.6.2. Released over 2 years ago.
 LambertW_0.6.0. Released almost 3 years ago.
 LambertW_0.5.1. Released about 3 years ago.
 LambertW_0.5. Released over 3 years ago.
 LambertW_0.2.9.9.5. Released over 4 years ago.
 LambertW_0.2.9.9. Released over 6 years ago.
 LambertW_0.2.9.5. Released about 7 years ago.
 LambertW_0.2.9. Released about 7 years ago.
 LambertW_0.2.6. Released over 7 years ago.
 LambertW_0.2.5. Released over 7 years ago.
 LambertW_0.1.9. Released over 8 years ago.
 LambertW_0.1.8. Released over 8 years ago.
 LambertW_0.1.6. Released over 9 years ago.
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