LambertW
type: Item
swMATH work ID: 6066
instance of: R package
software version identifier: 0.6.7-1
software version identifier: 0.1.0
software version identifier: 0.1.6
software version identifier: 0.1.8
software version identifier: 0.1.9
software version identifier: 0.2.5
software version identifier: 0.2.6
software version identifier: 0.2.9.5
software version identifier: 0.2.9.9.5
software version identifier: 0.2.9.9
software version identifier: 0.2.9
software version identifier: 0.5.1
software version identifier: 0.5
software version identifier: 0.6.0
software version identifier: 0.6.2
software version identifier: 0.6.4
software version identifier: 0.6.5
software version identifier: 0.6.6
software version identifier: 0.6.7
software version identifier: 0.6.8
software version identifier: 0.6.9
software version identifier: 0.6.9-1
maintained by: Georg M. Goerg
CRAN project: LambertW
programmed in: R
described by source: Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation
last update: 2023-11-30T00:00:00Z
description: 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.
author: Georg M. Goerg
copyright license: GNU General Public License, version 2.0
copyright license: GNU General Public License, version 3.0
depends on software: MASS
depends on software: ggplot2
imports: lamW
imports: stats
imports: graphics
imports: grDevices
imports: RColorBrewer
imports: reshape2
imports: Rcpp
imports: methods
MaRDI profile type: Software
source code repository: LambertW
description: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data