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LambertW  

Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data
View on CRAN: Click here


Download and install LambertW package within the R console
Install from CRAN:
install.packages("LambertW")

Install from Github:
library("remotes")
install_github("cran/LambertW")

Install by package version:
library("remotes")
install_version("LambertW", "0.6.9-1")



Attach the package and use:
library("LambertW")
Maintained by
Georg M. Goerg
[Scholar Profile | Author Map]
First Published: 2009-03-23
Latest Update: 2023-11-30
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.
How to cite:
Georg M. Goerg (2009). LambertW: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data. R package version 0.6.9-1, https://cran.r-project.org/web/packages/LambertW. Accessed 03 May. 2025.
Previous versions and publish date:
0.1.0 (2009-03-23 19:07), 0.1.6 (2009-04-14 18:51), 0.1.8 (2009-12-29 10:02), 0.1.9 (2010-01-10 09:02), 0.2.5 (2011-01-03 13:28), 0.2.6 (2011-01-11 07:41), 0.2.9.5 (2011-06-01 06:32), 0.2.9.9.5 (2014-03-10 00:39), 0.2.9.9 (2012-01-08 02:07), 0.2.9 (2011-05-11 09:18), 0.5.1 (2015-04-28 20:05), 0.5 (2014-11-22 00:52), 0.6.0 (2015-09-08 15:52), 0.6.2 (2016-02-05 19:25), 0.6.4 (2016-03-29 10:48), 0.6.5 (2020-06-08 08:10), 0.6.6 (2020-12-16 07:20), 0.6.7-1 (2022-09-22 11:40), 0.6.7 (2022-02-28 11:00), 0.6.8 (2023-09-03 06:40), 0.6.9 (2023-10-30 09:20)
Other packages that cited LambertW R package
View LambertW citation profile
Other R packages that LambertW depends, imports, suggests or enhances
Complete documentation for LambertW
Functions, R codes and Examples using the LambertW R package
Some associated functions: G_delta_alpha . Gaussianize . H_gamma . IGMM . LambertW-package . LambertW-toolkit . LambertW-utils . LambertW_fit-methods . LambertW_input_output-methods . MLE_LambertW . U-utils . W . W_delta . W_gamma . analyze_convergence . beta-utils . bootstrap . common-arguments . datasets . delta_01 . delta_GMM . delta_Taylor . deprecated-functions . distname-utils . estimate-moments . gamma_01 . gamma_GMM . gamma_Taylor . get_gamma_bounds . get_input . get_output . get_support . ks_test_t . loglik-LambertW-utils . lp_norm . medcouple_estimator . p_m1 . tau-utils . test_normality . test_symmetry . theta-utils . xexp . 
Some associated R codes: 0_LambertW-toolkit.R . 0_LambertW-utils.R . 0_LambertW_fit-methods.R . 0_LambertW_input_output-methods.R . 0_U-utils.R . 0_W.R . 0_W_delta.R . 0_W_gamma.R . 0_beta-utils.R . 0_distname-utils.R . 0_loglik-LambertW-utils.R . 0_tau-utils.R . 0_theta-utils.R . G_delta_alpha.R . Gaussianize.R . H_gamma.R . IGMM.R . LambertW-package.R . MLE_LambertW.R . RcppExports.R . analyze_convergence.R . beta2tau.R . bootstrap.R . check_beta.R . check_distname.R . check_tau.R . check_theta.R . common-arguments.R . complete_tau.R . complete_theta.R . create_LambertW_input.R . create_LambertW_output.R . dLambertW.R . dU.R . datasets.R . delta_01.R . delta_GMM.R . delta_Taylor.R . deprecated_functions.R . deriv_W.R . deriv_W_delta.R . deriv_W_gamma.R . estimate_beta.R . flatten_theta.R . gamma_01.R . gamma_GMM.R . gamma_Taylor.R . get_beta_names.R . get_distname_family.R . get_distnames.R . get_gamma_bounds.R . get_initial_tau.R . get_initial_theta.R . get_input.R . get_output.R . get_support.R . get_theta_bounds.R . ks_test_t.R . log_W.R . loglik_LambertW.R . loglik_input.R . loglik_penalty.R . lp_norm.R . mLambertW.R . medcouple_estimator.R . normalize_by_tau.R . pLambertW.R . pU.R . p_m1.R . plot.LambertW_fit.R . plot.LambertW_input.R . plot.LambertW_output.R . print.LambertW_fit.R . print.LambertW_input.R . print.LambertW_output.R . print.summary.LambertW_fit.R . private_functions.R . qLambertW.R . qU.R . qqLambertW.R . rLambertW.R . rU.R . summary.LambertW_fit.R . tau2theta.R . tau2type.R . test_normality.R . test_symmetry.R . theta2tau.R . theta2unbounded.R . unflatten_theta.R . xexp.R . zzz.R .  Full LambertW package functions and examples
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