LambertW
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
Science Score: 26.0%
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Low similarity (8.1%) to scientific vocabulary
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Repository
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
Statistics
- Stars: 10
- Watchers: 1
- Forks: 1
- Open Issues: 0
- Releases: 3
Topics
Metadata Files
README.md
LambertW R package
This is the github repo for the LambertW R package hosted on CRAN. For any changes after the official version, see the commit history and here.
Installation & usage
To install LambertW run
{r}
install.packages("LambertW")
citation("LambertW")
See ?LambertW for examples on how to use the LambertW package.
There is also an R vignette on CRAN with a brief tutorial on the main functionalities.
Python implementation
See https://github.com/gmgeorg/pylambertw for the Python equivalent of the LambertW package.
Tutorials & posts
See cross-validated / stackoverflow for a variety of LambertW posts on how to normalize/Gaussianize data and model skewed/heavy-tailed distributions.
References
Georg M. Goerg (2011): Lambert W random variables - a new family of generalized skewed distributions with applications to risk estimation. Annals of Applied Statistics 3(5). 2197-2230.
Georg M. Goerg (2014): The Lambert Way to Gaussianize heavy-tailed data with the inverse of Tukey's h transformation as a special case. The Scientific World Journal.
Owner
- Name: Georg
- Login: gmgeorg
- Kind: user
- Location: New York City
- Website: www.gmge.org
- Repositories: 4
- Profile: https://github.com/gmgeorg
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GitHub Events
Total
- Watch event: 1
- Push event: 1
- Pull request event: 2
- Create event: 1
Last Year
- Watch event: 1
- Push event: 1
- Pull request event: 2
- Create event: 1
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Georg | im@g****g | 41 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 3
- Total pull requests: 4
- Average time to close issues: 11 days
- Average time to close pull requests: about 24 hours
- Total issue authors: 3
- Total pull request authors: 1
- Average comments per issue: 3.67
- Average comments per pull request: 0.0
- Merged pull requests: 4
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- stephenhky (1)
- gmgeorg (1)
- petersonR (1)
Pull Request Authors
- gmgeorg (5)
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Packages
- Total packages: 2
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Total downloads:
- cran 3,933 last-month
- Total docker downloads: 21,851
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Total dependent packages: 10
(may contain duplicates) -
Total dependent repositories: 7
(may contain duplicates) - Total versions: 27
- Total maintainers: 1
cran.r-project.org: LambertW
Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data
- Homepage: https://github.com/gmgeorg/LambertW
- Documentation: http://cran.r-project.org/web/packages/LambertW/LambertW.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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Latest release: 0.6.9
published over 2 years ago
Rankings
Maintainers (1)
conda-forge.org: r-lambertw
- Homepage: https://github.com/gmgeorg/LambertW http://arxiv.org/abs/0912.4554 http://arxiv.org/abs/1010.2265 http://arxiv.org/abs/1602.02200
- License: GPL-2.0-or-later
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Latest release: 0.6.7
published almost 4 years ago
Rankings
Dependencies
- MASS * depends
- ggplot2 * depends
- RColorBrewer * imports
- Rcpp >= 1.0.4 imports
- grDevices * imports
- graphics * imports
- lamW >= 1.3.0 imports
- methods * imports
- reshape2 * imports
- stats * imports
- Rsolnp * suggests
- boot * suggests
- data.table * suggests
- knitr * suggests
- markdown * suggests
- moments * suggests
- nortest * suggests
- numDeriv * suggests
- testthat * suggests
- vars * suggests