Package: LambertW 0.6.9-1
LambertW: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data
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.
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NEWS
# Install 'LambertW' in R: |
install.packages('LambertW', repos = c('https://gmgeorg.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gmgeorg/lambertw/issues
- AA - Datasets
- SolarFlares - Datasets
gaussianizegaussianize-dataheavy-tailedheavy-tailed-distributionsleptokurtosisnormal-distributionnormalizationskewed-datastatistics
Last updated 12 months agofrom:592c342ad1. Checks:OK: 7 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 27 2024 |
R-4.5-win-x86_64 | NOTE | Oct 27 2024 |
R-4.5-linux-x86_64 | NOTE | Oct 27 2024 |
R-4.4-win-x86_64 | OK | Oct 27 2024 |
R-4.4-mac-x86_64 | OK | Oct 27 2024 |
R-4.4-mac-aarch64 | OK | Oct 27 2024 |
R-4.3-win-x86_64 | OK | Oct 27 2024 |
R-4.3-mac-x86_64 | OK | Oct 27 2024 |
R-4.3-mac-aarch64 | OK | Oct 27 2024 |
Exports:analyze_convergencebeta_namesbeta2taubootstrapbounds_thetacheck_betacheck_distnamecheck_taucheck_thetacomplete_taucomplete_thetacreate_LambertW_inputcreate_LambertW_outputd1W_1delta_01delta_GMMdelta_Taylorderiv_log_Wderiv_Wderiv_W_deltaderiv_W_delta_alphaderiv_W_gammaderiv_xexpdLambertWdUestimate_betaflatten_thetaG_2delta_2alphaG_deltaG_delta_alphagamma_01gamma_GMMgamma_TaylorGaussianizeget_beta_namesget_distname_familyget_distnamesget_gamma_boundsget_initial_tauget_initial_thetaget_inputget_outputget_supportget_theta_boundsget.inputHH_gammaIGMMks_test_tkurtosislog_deriv_Wlog_Wloglik_inputloglik_LambertWloglik_penaltylp_normmedcouple_estimatormLambertWMLE_LambertWnormalize_by_taunormfitp_1p_m1params2thetapLambertWpUqLambertWqqLambertWqUrLambertWrUskewnessskewness_teststarting_thetasupporttau2thetatau2typetest_normtest_normalitytest_symmetrytheta2paramstheta2tautheta2unboundedunflatten_thetavec.normWW_1W_2deltaW_2delta_2alphaW_deltaW_delta_alphaW_gammaW_gamma_1xexp
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglamWlatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppParallelreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr