This is the github repo for the LambertW R package hosted on CRAN.
Current version on CRAN is 0.6.7 scheduled to be updated
on February 27, 2022 – reflected in repo here. See commit history for
any changes after the 0.6.7 update.
To install LambertW run
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.
See cross-validated / stackoverflow for a variety of LambertW posts on how to normalize/Gaussianize data and model skewed/heavy-tailed distributions.
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.