LambertW

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

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# LambertW R package

[![](https://cranlogs.r-pkg.org/badges/LambertW)](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.

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