LambertW

MaRDI QIDQ18204swMATHCRANFDO

Authors Georg M. Goerg

Last update 30 November 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.6.7-1, 0.1.0, 0.1.6, 0.1.8, 0.1.9, 0.2.5, 0.2.6, 0.2.9.5, 0.2.9.9.5, 0.2.9.9, 0.2.9, 0.5.1, 0.5, 0.6.0, 0.6.2, 0.6.4, 0.6.5, 0.6.6, 0.6.7, 0.6.8, 0.6.9, 0.6.9-1

Official website http://cran.r-project.org/web/packages/LambertW/

Source code repository https://github.com/cran/LambertW

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.

Described by source

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

Cited in

(29)

• An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
• Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
• Likelihood-based tests in zero-inflated power series models
• Variable selection and importance in presence of high collinearity: an application to the prediction of lean body mass from multi-frequency bioelectrical impedance
• Letter to the editor
• Acknowledgment of priority: Usage of the Lambert \(W\) function in statistics
• Mathematical descriptions of indeterminate growth
• WAPR
• EnvStats
• EnviroStat
• LambertW
• LambertW
• Algorithm 917
• MVN
• Algorithm 443
• MESgenCov
• wrightOmegaq
• optband
• shorts
• CryptRndTest
• WordOfMouth
• bellreg
• bestNormalize
• rfPermute
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
• LAMBERTW
• On goodness-of-fit tests for the Bell distribution
• Zero-inflated Bell regression models for count data
• 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

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