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 almost 4 years ago.
13 previous versions
 LambertW_0.6.2. Released almost 4 years ago.
 LambertW_0.6.0. Released over 4 years ago.
 LambertW_0.5.1. Released over 4 years ago.
 LambertW_0.5. Released about 5 years ago.
 LambertW_0.2.9.9.5. Released almost 6 years ago.
 LambertW_0.2.9.9. Released about 8 years ago.
 LambertW_0.2.9.5. Released over 8 years ago.
 LambertW_0.2.9. Released over 8 years ago.
 LambertW_0.2.6. Released about 9 years ago.
 LambertW_0.2.5. Released about 9 years ago.
 LambertW_0.1.9. Released about 10 years ago.
 LambertW_0.1.8. Released about 10 years ago.
 LambertW_0.1.6. Released almost 11 years ago.
Ratings
Overall: 

Documentation: 

Log in to vote.
Reviews
No one has written a review of LambertW yet. Want to be the first? Write one now.
Related packages: BiasedUrn, CircStats, Davies, GLDEX, GSM, HI, HyperbolicDist, LearnBayes, Lmoments, MCMCpack, Runuran, SuppDists, VGAM, agricolae, bayesm, benchden, circular, compositions, copula, distrDoc … (20 best matches, based on common tags.)
Search for LambertW on google, google scholar, rhelp, rdevel.
Visit LambertW on R Graphical Manual.