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.

Version:	0.6.9-2
Depends:	MASS, ggplot2
Imports:	lamW (≥ 1.3.0), stats, graphics, grDevices, RColorBrewer, reshape2, Rcpp (≥ 1.0.4), methods
LinkingTo:	Rcpp, lamW
Suggests:	boot, Rsolnp, nortest, numDeriv, testthat, data.table, moments, knitr, markdown, vars
Published:	2025-08-21
DOI:	10.32614/CRAN.package.LambertW
Author:	Georg M. Goerg [aut, cre]
Maintainer:	Georg M. Goerg <im at gmge.org>
BugReports:	https://github.com/gmgeorg/LambertW/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/gmgeorg/LambertW, https://arxiv.org/abs/0912.4554, https://arxiv.org/abs/1010.2265, https://arxiv.org/abs/1602.02200
NeedsCompilation:	yes
Citation:	LambertW citation info
Materials:	README, NEWS
In views:	Distributions
CRAN checks:	LambertW results

Documentation:

Reference manual:	LambertW.html , LambertW.pdf
Vignettes:	LambertW Overview (source, R code)

Downloads:

Package source:	LambertW_0.6.9-2.tar.gz
Windows binaries:	r-devel: LambertW_0.6.9-2.zip, r-release: LambertW_0.6.9-2.zip, r-oldrel: LambertW_0.6.9-2.zip
macOS binaries:	r-release (arm64): LambertW_0.6.9-2.tgz, r-oldrel (arm64): LambertW_0.6.9-2.tgz, r-release (x86_64): LambertW_0.6.9-2.tgz, r-oldrel (x86_64): LambertW_0.6.9-2.tgz
Old sources:	LambertW archive

Reverse dependencies:

Reverse depends:	WordOfMouth
Reverse imports:	bellreg, bestNormalize, CryptRndTest, optband, PGaGEV, shorts
Reverse suggests:	rsurv

Linking:

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