https://github.com/gmgeorg/lambertw
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
https://github.com/gmgeorg/lambertw
cran gaussianize gaussianize-data heavy-tailed heavy-tailed-distributions leptokurtosis normal-distribution normalization r r-package skewed-data statistics
Last synced: 3 months ago
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LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
- Host: GitHub
- URL: https://github.com/gmgeorg/lambertw
- Owner: gmgeorg
- Created: 2020-06-03T00:54:04.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2025-08-21T15:31:08.000Z (5 months ago)
- Last Synced: 2025-09-08T13:58:43.834Z (4 months ago)
- Topics: cran, gaussianize, gaussianize-data, heavy-tailed, heavy-tailed-distributions, leptokurtosis, normal-distribution, normalization, r, r-package, skewed-data, statistics
- Language: R
- Homepage:
- Size: 353 KB
- Stars: 10
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS.md
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README
# LambertW R package
[](https://cran.r-project.org/package=LambertW)
This is the github repo for the **LambertW** R package [hosted on
CRAN](https://CRAN.R-project.org/package=LambertW). 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](https://CRAN.R-project.org/package=LambertW/vignettes/lambertw-overview.html) 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](https://stats.stackexchange.com/search?q=LambertW) 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*](https://projecteuclid.org/euclid.aoas/1318514301). 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*](https://downloads.hindawi.com/journals/tswj/2015/909231.pdf). The Scientific World Journal.