LambertW (Q18204): Difference between revisions

← Older edit

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+Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation
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+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.
+Normal rank
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+Software:18204

Latest revision as of 18:21, 21 March 2024

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

Language	Label	Description	Also known as
English	LambertW	Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data

Statements

0 references

0 references

software version identifier

0.6.7-1

publication date

22 September 2022

0 references

0.1.0

publication date

23 March 2009

0 references

0.1.6

publication date

14 April 2009

0 references

0.1.8

publication date

29 December 2009

0 references

0.1.9

publication date

10 January 2010

0 references

0.2.5

publication date

3 January 2011

0 references

0.2.6

publication date

11 January 2011

0 references

0.2.9.5

publication date

1 June 2011

0 references

0.2.9.9.5

publication date

10 March 2014

0 references

0.2.9.9

publication date

8 January 2012

0 references

0.2.9

publication date

11 May 2011

0 references

0.5.1

publication date

28 April 2015

0 references

0.5

publication date

22 November 2014

0 references

0.6.0

publication date

8 September 2015

0 references

0.6.2

publication date

5 February 2016

0 references

0.6.4

publication date

29 March 2016

0 references

0.6.5

publication date

8 June 2020

0 references

0.6.6

publication date

16 December 2020

0 references

0.6.7

publication date

28 February 2022

0 references

0.6.8

publication date

3 September 2023

0 references

0.6.9

publication date

30 October 2023

0 references

0.6.9-1

publication date

30 November 2023

0 references

0 references

0 references

0 references

Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation

0 references

last update

30 November 2023

0 references

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.

0 references

author

Georg M. Goerg

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

depends on software