CRAN

LambertW 0.6.4

Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data

Released Mar 29, 2016 by Georg M. Goerg

This package can be loaded by Renjin but 19 out 70 tests failed.

Dependencies

RColorBrewer 1.1-2 reshape2 1.4.1 MASS 7.3-45 ggplot2 2.1.0 Rcpp lamW 1.1.0

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. Probably the most important 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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>LambertW</artifactId>
    <version>0.6.4-b111</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:LambertW')

Test Results

This package was last tested against Renjin 0.8.2500 on Oct 28, 2017.

Source

C++

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