LambertW
LambertW: Analyze and Gaussianize skewed, heavy-tailed data , The Lambert W framework is a new generalized way to analyze skewed, heavy-tailed data. Lambert W random variables (RV) are based on an input/output framework where the input is a RV X with distribution F(x), and the output Y = func(X) has similar properties as X (but slightly skewed or heavy-tailed). Then this transformed RV Y has a Lambert W x F distribution - for details see References. This package contains functions to perform a Lambert W analysis of skewed and heavy-tailed data: data can be simulated, parameters can be estimated from real world data, quantiles can be computed, and results plotted/printed in a ’nice’ way. Probably the most important function is ’Gaussianize’, which works the same way as the R function ’scale’ but actually makes your data Gaussian. An optional modular toolkit implementation allows users to define their own Lambert W x ’my favorite distribution’ and use it for their analysis.
(Source: http://cran.r-project.org/web/packages)
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References in zbMATH (referenced in 11 articles , 1 standard article )
Showing results 1 to 11 of 11.
Sorted by year (- Al-Thani, Hessa; Lee, Jon: An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data (2020)
- Batsidis, Apostolos; Jiménez-Gamero, María Dolores; Lemonte, Artur J.: On goodness-of-fit tests for the Bell distribution (2020)
- Hessa Al-Thani, Jon Lee: An R Package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data (2020) arXiv
- Belkić, Dževad: All the trinomial roots, their powers and logarithms from the Lambert series, Bell polynomials and Fox-Wright function: illustration for genome multiplicity in survival of irradiated cells (2019)
- Zavaleta, Katherine E. C.; Cancho, Vicente G.; Lemonte, Artur J.: Likelihood-based tests in zero-inflated power series models (2019)
- Powell, Christopher D.; López, Secundino; Dumas, André; Bureau, Dominique P.; Hook, Sarah E.; France, James: Mathematical descriptions of indeterminate growth (2017)
- Rubio, F. J.; Steel, M. F. J.: Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (2015)
- Stehlík, Milan; Hermann, Philipp: Letter to the editor (2015)
- Witkovský, Viktor; Wimmer, Gejza; Duby, Tomy: Logarithmic Lambert (W \times\mathcalF) random variables for the family of chi-squared distributions and their applications (2015)
- Goerg, Georg M.: Acknowledgment of priority: Usage of the Lambert (W) function in statistics (2014)
- Goerg, Georg M.: Lambert (W) random variables -- a new family of generalized skewed distributions with applications to risk estimation (2011)