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Package: LambertW
Type: Package
Title: Probabilistic Models to Analyze and Gaussianize Heavy-Tailed,
Skewed Data
Version: 0.6.4
Date: 2016-03-01
Author: Georg M. Goerg <im@gmge.org>
Maintainer: Georg M. Goerg <im@gmge.org>
URL: http://www.gmge.org
http://arxiv.org/abs/1010.2265 http://arxiv.org/abs/1602.02200
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. 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.
Depends: MASS, ggplot2,
Imports: lamW (>= 1.0.0), stats, graphics, grDevices, RColorBrewer,
reshape2, Rcpp
Suggests: boot, Rsolnp, nortest, numDeriv, testthat, moments,
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: yes
Repository: CRAN
LinkingTo: Rcpp, lamW
RoxygenNote: 5.0.1
Packaged: 2016-03-29 03:36:12 UTC; root
Date/Publication: 2016-03-29 10:48:16
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providing 
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