LambertW

LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data

https://github.com/gmgeorg/lambertw

Science Score: 26.0%

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  • Committers with academic emails
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  • Scientific vocabulary similarity
    Low similarity (8.1%) to scientific vocabulary

Keywords

cran gaussianize gaussianize-data heavy-tailed heavy-tailed-distributions leptokurtosis normal-distribution normalization r r-package skewed-data statistics
Last synced: 6 months ago · JSON representation

Repository

LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data

Basic Info
  • Host: GitHub
  • Owner: gmgeorg
  • Language: R
  • Default Branch: master
  • Homepage:
  • Size: 353 KB
Statistics
  • Stars: 10
  • Watchers: 1
  • Forks: 1
  • Open Issues: 0
  • Releases: 3
Topics
cran gaussianize gaussianize-data heavy-tailed heavy-tailed-distributions leptokurtosis normal-distribution normalization r r-package skewed-data statistics
Created over 5 years ago · Last pushed 6 months ago
Metadata Files
Readme Changelog

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

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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

All Time
  • Total Commits: 41
  • Total Committers: 1
  • Avg Commits per committer: 41.0
  • Development Distribution Score (DDS): 0.0
Past Year
  • Commits: 15
  • Committers: 1
  • Avg Commits per committer: 15.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email 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)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 2
  • Total downloads:
    • cran 3,933 last-month
  • Total docker downloads: 21,851
  • 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

  • Versions: 23
  • Dependent Packages: 9
  • Dependent Repositories: 7
  • Downloads: 3,933 Last month
  • Docker Downloads: 21,851
Rankings
Dependent packages count: 5.7%
Downloads: 7.3%
Dependent repos count: 11.1%
Average: 11.8%
Docker downloads count: 12.5%
Forks count: 17.0%
Stargazers count: 17.4%
Maintainers (1)
Last synced: 6 months ago
conda-forge.org: r-lambertw
  • Versions: 4
  • Dependent Packages: 1
  • Dependent Repositories: 0
Rankings
Dependent packages count: 28.8%
Dependent repos count: 34.0%
Average: 44.0%
Stargazers count: 55.7%
Forks count: 57.4%
Last synced: 6 months ago

Dependencies

DESCRIPTION cran
  • 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