LambertW: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data
Version 0.6.4

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.

AuthorGeorg M. Goerg <im@gmge.org>
Date of publication2016-03-29 10:48:16
MaintainerGeorg M. Goerg <im@gmge.org>
LicenseGPL (>= 2)
Version0.6.4
URL http://www.gmge.org http://arxiv.org/abs/0912.4554 http://arxiv.org/abs/1010.2265 http://arxiv.org/abs/1602.02200
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("LambertW")

Getting started

Package overview

Popular man pages

beta-utils: Utilities for parameter vector beta of the input distribution
gamma_01: Input parameters to get a zero mean, unit variance output for...
ks.test.t: One-sample Kolmogorov-Smirnov test for student-t distribution
loglik-LambertW-utils: Log-Likelihood for Lambert W\times F RVs
U-utils: Zero-mean, unit-variance version of standard distributions
W: Lambert W function, its logarithm and derivative
W_gamma: Inverse transformation for skewed Lambert W RVs
See all...

All man pages Function index File listing

Man pages

analyze_convergence: Analyze convergence of Lambert W estimators
beta-utils: Utilities for parameter vector beta of the input distribution
bootstrap: Bootstrap Lambert W x F estimates
common-arguments: Common arguments for several functions
datasets: Datasets
delta_01: Input parameters to get zero mean, unit variance output given...
delta_GMM: Estimate delta
delta_Taylor: Estimate of delta by Taylor approximation
deprecated-functions: List of deprecated functions
distname-utils: Utilities for distributions supported in this package
estimate-moments: Skewness and kurtosis
gamma_01: Input parameters to get a zero mean, unit variance output for...
gamma_GMM: Estimate gamma
gamma_Taylor: Estimate gamma by Taylor approximation
Gaussianize: Gaussianize matrix-like objects
G_delta_alpha: Heavy tail transformation for Lambert W random variables
get_gamma_bounds: Get bounds for gamma
get_input: Back-transform Y to X
get_output: Transform input X to output Y
get_support: Computes support for skewed Lambert W x F distributions
H_gamma: H transformation with gamma
IGMM: Iterative Generalized Method of Moments - IGMM
ks.test.t: One-sample Kolmogorov-Smirnov test for student-t distribution
LambertW_fit-methods: Methods for Lambert W\times F estimates
LambertW_input_output-methods: Methods for Lambert W input and output objects
LambertW-package: R package for Lambert W \times F distributions
LambertW-toolkit: Do-it-yourself toolkit for Lambert W \times F distribution
LambertW-utils: Utilities for Lambert W \times F Random Variables
loglik-LambertW-utils: Log-Likelihood for Lambert W\times F RVs
lp_norm: lp norm of a vector
medcouple_estimator: MedCouple Estimator
MLE_LambertW: Maximum Likelihood Estimation for Lambert W \times F...
p_m1: Non-principal branch probability
tau-utils: Utilities for transformation vector tau
test_normality: Visual and statistical Gaussianity check
test_symmetry: Test symmetry based on Lambert W heavy tail(s)
theta-utils: Utilities for the parameter vector of Lambert W\times F...
U-utils: Zero-mean, unit-variance version of standard distributions
W: Lambert W function, its logarithm and derivative
W_delta: Inverse transformation for heavy-tail Lambert W RVs
W_gamma: Inverse transformation for skewed Lambert W RVs
xexp: Transformation that defines the Lambert W function and its...

Functions

AA Man page
G_2delta_2alpha Man page Source code
G_delta Man page Source code
G_delta_alpha Man page Source code
Gaussianize Man page Source code
H Man page Source code
H_gamma Man page Source code
IGMM Man page Source code
LambertW Man page
LambertW-package Man page
LambertW-toolkit Man page
LambertW-utils Man page
LambertW_fit-methods Man page
LambertW_input_output-methods Man page
MLE_LambertW Man page Source code
SolarFlares Man page
U-utils Man page
W Man page Source code
W_1 Man page Source code
W_2delta Man page Source code
W_2delta_2alpha Man page Source code
W_Cpp Source code
W_delta Man page Source code
W_delta_Cpp Source code
W_delta_alpha Man page Source code
W_delta_alpha_Cpp Source code
W_gamma Man page Source code
W_gamma_1 Man page Source code
W_gamma_Cpp Source code
analyze_convergence Man page Source code
beta-utils Man page
beta2tau Man page Source code
beta_names Man page Source code
bootstrap Man page Source code
bootstrap.LambertW_fit Man page Source code
bounds_theta Man page Source code
check_beta Man page Source code
check_distname Man page Source code
check_tau Man page Source code
check_theta Man page Source code
common-arguments Man page
complete_tau Man page Source code
complete_theta Man page Source code
create_LambertW_input Man page Source code
create_LambertW_output Man page Source code
d1W_1 Man page Source code
dLambertW Man page Source code
dU Man page Source code
datasets Man page
delta_01 Man page Source code
delta_GMM Man page Source code
delta_Taylor Man page Source code
deprecated-functions Man page
deriv_W Man page Source code
deriv_W_delta Man page Source code
deriv_W_delta_alpha Man page Source code
deriv_W_gamma Man page Source code
deriv_log_W Man page Source code
deriv_xexp Man page Source code
distname-utils Man page
estimate_beta Man page Source code
flatten_theta Man page Source code
gamma_01 Man page Source code
gamma_GMM Man page Source code
gamma_Taylor Man page Source code
get.input Man page Source code
get_beta_names Man page Source code
get_distname_family Man page Source code
get_distnames Man page Source code
get_gamma_bounds Man page Source code
get_initial_tau Man page Source code
get_initial_theta Man page Source code
get_input Man page Source code
get_output Man page Source code
get_support Man page Source code
get_theta_bounds Man page Source code
ks.test.t Man page Source code
kurtosis Man page Source code
log_W Man page Source code
log_deriv_W Man page Source code
loglik-LambertW-utils Man page
loglik_LambertW Man page Source code
loglik_input Man page Source code
loglik_penalty Man page Source code
lp_norm Man page Source code
lp_norm_Cpp Source code
lp_norm_complex_Cpp Source code
mLambertW Man page Source code
medcouple_estimator Man page Source code
normalize_by_tau Man page Source code
normalize_by_tau_Cpp Source code
normfit Man page Source code
onAttach Source code
optimalNumberOfBinsForHist Source code
pLambertW Man page Source code
pU Man page Source code
p_1 Man page Source code
p_m1 Man page Source code
params2theta Man page Source code
plot.LambertW_fit Man page Source code
plot.LambertW_input Man page Source code
plot.LambertW_output Man page Source code
plot.convergence_LambertW_fit Man page Source code
print.LambertW_fit Man page Source code
print.LambertW_input Man page Source code
print.LambertW_output Man page Source code
print.summary.LambertW_fit Man page Source code
qLambertW Man page Source code
qU Man page Source code
qqLambertW Man page Source code
rLambertW Man page Source code
rU Man page Source code
skewness Man page Source code
skewness_test Man page Source code
starting_theta Man page Source code
summary.LambertW_fit Man page Source code
summary.convergence_LambertW_fit Man page Source code
support Man page Source code
tau-utils Man page
tau2theta Man page Source code
tau2type Man page Source code
test_norm Man page Source code
test_normality Man page Source code
test_symmetry Man page Source code
theta-utils Man page
theta2params Man page Source code
theta2tau Man page Source code
theta2unbounded Man page Source code
unflatten_theta Man page Source code
vec.norm Man page Source code
xexp Man page Source code

Files

inst
inst/CITATION
inst/include
inst/include/LambertW_RcppExports.h
inst/include/LambertW.h
tests
tests/testthat.R
tests/testthat
tests/testthat/test_aaa.R
tests/testthat/test_lp_norm.R
tests/testthat/test_dpqr_U.R
tests/testthat/test_beta-utils.R
tests/testthat/test_get_distname_family.R
tests/testthat/test_distname-utils.R
tests/testthat/test_W.R
tests/testthat/test_theta-utils.R
tests/testthat/test_get_support.R
tests/testthat/test_H_gamma.R
tests/testthat/test_estimate-moments.R
tests/testthat/test_IGMM.R
tests/testthat/test_deriv_W.R
tests/testthat/test_LambertW_fit_methods.R
tests/testthat/test_delta_01.R
tests/testthat/test_loglik-utils.R
tests/testthat/test_normalize_by_tau.R
tests/testthat/test_dpqr_LambertW.R
tests/testthat/test_p_m1.R
tests/testthat/test_log_W.R
tests/testthat/test_Gaussianize.R
tests/testthat/test_MLE_LambertW.R
tests/testthat/test_bootstrap.R
tests/testthat/test_theta_tau.R
tests/testthat/test_W_gamma.R
tests/testthat/test_get_input_output.R
tests/testthat/test_G_delta.R
tests/testthat/test_W_delta.R
tests/testthat/test_xexp.R
tests/testthat/test_analyze_convergence.R
src
src/lp_norm_Cpp.cpp
src/W_gamma_Cpp.cpp
src/normalize_by_tau_Cpp.cpp
src/W_Cpp.cpp
src/W_delta_Cpp.cpp
src/kurtosis.cpp
src/RcppExports.cpp
src/skewness.cpp
NAMESPACE
NEWS
data
data/SolarFlares.rda
data/AA.rda
R
R/dLambertW.R
R/deriv_W_delta.R
R/0_LambertW_fit-methods.R
R/loglik_LambertW.R
R/test_symmetry.R
R/tau2type.R
R/0_LambertW-toolkit.R
R/IGMM.R
R/G_delta_alpha.R
R/gamma_GMM.R
R/0_tau-utils.R
R/qU.R
R/0_U-utils.R
R/bootstrap.R
R/p_m1.R
R/complete_theta.R
R/0_W.R
R/gamma_01.R
R/ks.test.t.R
R/plot.LambertW_input.R
R/pU.R
R/xexp.R
R/mLambertW.R
R/create_LambertW_input.R
R/print.LambertW_fit.R
R/tau2theta.R
R/rU.R
R/unflatten_theta.R
R/0_LambertW-utils.R
R/common-arguments.R
R/loglik_penalty.R
R/normalize_by_tau.R
R/medcouple_estimator.R
R/get_distnames.R
R/flatten_theta.R
R/check_beta.R
R/estimate_beta.R
R/MLE_LambertW.R
R/analyze_convergence.R
R/plot.LambertW_fit.R
R/test_normality.R
R/theta2unbounded.R
R/log_W.R
R/check_theta.R
R/0_beta-utils.R
R/H_gamma.R
R/get_input.R
R/get_beta_names.R
R/loglik_input.R
R/get_support.R
R/0_distname-utils.R
R/qqLambertW.R
R/complete_tau.R
R/0_theta-utils.R
R/print.summary.LambertW_fit.R
R/deprecated_functions.R
R/0_W_delta.R
R/create_LambertW_output.R
R/RcppExports.R
R/deriv_W.R
R/check_distname.R
R/private_functions.R
R/LambertW-package.R
R/0_W_gamma.R
R/rLambertW.R
R/get_gamma_bounds.R
R/lp_norm.R
R/delta_01.R
R/0_loglik-LambertW-utils.R
R/beta2tau.R
R/Gaussianize.R
R/qLambertW.R
R/get_initial_theta.R
R/get_theta_bounds.R
R/gamma_Taylor.R
R/print.LambertW_output.R
R/plot.LambertW_output.R
R/summary.LambertW_fit.R
R/delta_GMM.R
R/get_initial_tau.R
R/deriv_W_gamma.R
R/datasets.R
R/get_output.R
R/delta_Taylor.R
R/theta2tau.R
R/zzz.R
R/dU.R
R/get_distname_family.R
R/pLambertW.R
R/print.LambertW_input.R
R/check_tau.R
R/0_LambertW_input_output-methods.R
MD5
DESCRIPTION
man
man/MLE_LambertW.Rd
man/U-utils.Rd
man/LambertW-package.Rd
man/analyze_convergence.Rd
man/LambertW_input_output-methods.Rd
man/bootstrap.Rd
man/get_gamma_bounds.Rd
man/W.Rd
man/distname-utils.Rd
man/datasets.Rd
man/LambertW-utils.Rd
man/lp_norm.Rd
man/beta-utils.Rd
man/H_gamma.Rd
man/IGMM.Rd
man/LambertW-toolkit.Rd
man/common-arguments.Rd
man/ks.test.t.Rd
man/medcouple_estimator.Rd
man/W_delta.Rd
man/xexp.Rd
man/theta-utils.Rd
man/deprecated-functions.Rd
man/Gaussianize.Rd
man/delta_Taylor.Rd
man/gamma_GMM.Rd
man/tau-utils.Rd
man/get_support.Rd
man/estimate-moments.Rd
man/G_delta_alpha.Rd
man/gamma_Taylor.Rd
man/W_gamma.Rd
man/get_input.Rd
man/get_output.Rd
man/delta_GMM.Rd
man/LambertW_fit-methods.Rd
man/delta_01.Rd
man/gamma_01.Rd
man/p_m1.Rd
man/test_normality.Rd
man/loglik-LambertW-utils.Rd
man/test_symmetry.Rd
LambertW documentation built on May 20, 2017, 2:41 a.m.

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