Package: LambertW
Type: Package
Title: Analyze and Gaussianize heavy-tailed, skewed data
Version: 0.5
Date: 2014-11-11
Author: Georg M. Goerg <im@gmge.org>
Maintainer: Georg M. Goerg <im@gmge.org>
URL: http://www.gmge.org http://arxiv.org/abs/0912.4554
        http://arxiv.org/abs/1010.2265
Description: Lambert W x F distributions are a generalized framework to analyze
    skewed, heavy-tailed data. They are based on an input/output system, where
    the input random variable (RV) X ~ F, and the output Y is a non-linearly
    transformed version of X with similar properties, but slightly skewed and/or
    heavy-tailed. This 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: moments, MASS
Imports: gsl
Suggests: Rsolnp, nortest, numDeriv
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: no
Repository: CRAN
Packaged: 2014-11-20 03:17:44 UTC; root
Date/Publication: 2014-11-22 00:52:30
