LambertW (Q18204): Difference between revisions

← Older edit

@@ Property / last update @@
-September 2022Timestamp +2022-09-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-09-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 22 September 2022 / rank @@
-Normal rank
@@ Property / imports @@
-graphics
@@ Property / imports: graphics / rank @@
-Normal rank
@@ Property / imports @@
-methods
@@ Property / imports: methods / rank @@
-Normal rank
@@ Property / imports @@
-lamW
@@ Property / imports: lamW / rank @@
-Normal rank
@@ Property / imports @@
-grDevices
@@ Property / imports: grDevices / rank @@
-Normal rank
@@ Property / imports @@
-RColorBrewer
@@ Property / imports: RColorBrewer / rank @@
-Normal rank
@@ Property / imports @@
-reshape2
@@ Property / imports: reshape2 / rank @@
-Normal rank
@@ Property / imports @@
-Rcpp
@@ Property / imports: Rcpp / rank @@
-Normal rank
@@ Property / software version identifier @@
+.1.0
@@ Property / software version identifier: 0.1.0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.0 / qualifier @@
+publication date: 23 March 2009Timestamp +2009-03-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-03-23T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.6
@@ Property / software version identifier: 0.1.6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.6 / qualifier @@
+publication date: 14 April 2009Timestamp +2009-04-14T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-04-14T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.8
@@ Property / software version identifier: 0.1.8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.8 / qualifier @@
+publication date: 29 December 2009Timestamp +2009-12-29T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-12-29T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.9
@@ Property / software version identifier: 0.1.9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.9 / qualifier @@
+publication date: 10 January 2010Timestamp +2010-01-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2010-01-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.5
@@ Property / software version identifier: 0.2.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.5 / qualifier @@
+publication date: 3 January 2011Timestamp +2011-01-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-01-03T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.6
@@ Property / software version identifier: 0.2.6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.6 / qualifier @@
+publication date: 11 January 2011Timestamp +2011-01-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-01-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.9.5
@@ Property / software version identifier: 0.2.9.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.9.5 / qualifier @@
+publication date: 1 June 2011Timestamp +2011-06-01T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-06-01T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.9.9.5
@@ Property / software version identifier: 0.2.9.9.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.9.9.5 / qualifier @@
+publication date: 10 March 2014Timestamp +2014-03-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2014-03-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.9.9
@@ Property / software version identifier: 0.2.9.9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.9.9 / qualifier @@
+publication date: 8 January 2012Timestamp +2012-01-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-01-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.9
@@ Property / software version identifier: 0.2.9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.9 / qualifier @@
+publication date: 11 May 2011Timestamp +2011-05-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-05-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5.1
@@ Property / software version identifier: 0.5.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5.1 / qualifier @@
+publication date: 28 April 2015Timestamp +2015-04-28T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2015-04-28T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5
@@ Property / software version identifier: 0.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5 / qualifier @@
+publication date: 22 November 2014Timestamp +2014-11-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2014-11-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.0
@@ Property / software version identifier: 0.6.0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.0 / qualifier @@
+publication date: 8 September 2015Timestamp +2015-09-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2015-09-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.2
@@ Property / software version identifier: 0.6.2 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.2 / qualifier @@
+publication date: 5 February 2016Timestamp +2016-02-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-02-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.4
@@ Property / software version identifier: 0.6.4 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.4 / qualifier @@
+publication date: 29 March 2016Timestamp +2016-03-29T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-03-29T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.5
@@ Property / software version identifier: 0.6.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.5 / qualifier @@
+publication date: 8 June 2020Timestamp +2020-06-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-06-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.6
@@ Property / software version identifier: 0.6.6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.6 / qualifier @@
+publication date: 16 December 2020Timestamp +2020-12-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-12-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.7
@@ Property / software version identifier: 0.6.7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.7 / qualifier @@
+publication date: 28 February 2022Timestamp +2022-02-28T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-02-28T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.8
@@ Property / software version identifier: 0.6.8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.8 / qualifier @@
+publication date: 3 September 2023Timestamp +2023-09-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-09-03T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.9
@@ Property / software version identifier: 0.6.9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.9 / qualifier @@
+publication date: 30 October 2023Timestamp +2023-10-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-10-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6.9-1
@@ Property / software version identifier: 0.6.9-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6.9-1 / qualifier @@
+publication date: 30 November 2023Timestamp +2023-11-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
+November 2023Timestamp +2023-11-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 30 November 2023 / rank @@
+Normal rank
@@ Property / 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.
+Normal rank
@@ Property / author @@
+Georg M. Goerg
@@ Property / author: Georg M. Goerg / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / depends on software @@
+MASS
@@ Property / depends on software: MASS / rank @@
+Normal rank
@@ Property / depends on software @@
+ggplot2
@@ Property / depends on software: ggplot2 / rank @@
+Normal rank
@@ Property / imports @@
+lamW
@@ Property / imports: lamW / rank @@
+Normal rank
@@ Property / imports: lamW / qualifier @@
+software version identifier: ≥ 1.3.0
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports @@
+graphics
@@ Property / imports: graphics / rank @@
+Normal rank
@@ Property / imports @@
+grDevices
@@ Property / imports: grDevices / rank @@
+Normal rank
@@ Property / imports @@
+RColorBrewer
@@ Property / imports: RColorBrewer / rank @@
+Normal rank
@@ Property / imports @@
+reshape2
@@ Property / imports: reshape2 / rank @@
+Normal rank
@@ Property / imports @@
+Rcpp
@@ Property / imports: Rcpp / rank @@
+Normal rank
@@ Property / imports: Rcpp / qualifier @@
+software version identifier: ≥ 1.0.4
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ Property / source code repository @@
+https://github.com/cran/LambertW
@@ Property / source code repository: https://github.com/cran/LambertW / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:7dadda506449d106164fc856cb7fc8584305f365
+Normal rank
+source code repository: https://github.com/cran/LambertW
+point in time: 7 December 2023Timestamp +2023-12-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-12-07T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ links / mardi / name / links / mardi / name @@
+Software:18204

Latest revision as of 17:21, 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

instance of

R package

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

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