Maintainer: Georg M. Goerg <ggoerg@mat.puc.cl>
Description: Estimation, plotting, testing of Lambert W random
Depends: moments, gsl, MASS, maxLik, nortest
Packaged: Mon Mar 23 18:52:40 2009; hornik

Title: Lambert W parameter estimation, plots, simulation (Skew
Author: Georg M. Goerg <e0225792@student.tuwien.ac.at>
Maintainer: Georg M. Goerg <e0225792@student.tuwien.ac.at>
Description: Lambert W random variables (RV) offer a new way of dealing
with slightly skewed data. It is based on an input/ouput
framework - for details see References. This package contains
the most important functions to perform an adequate analysis.
Lambert W data can be simulated, parameters estimated and

Package: LambertW
Type: Package
Title: Lambert W parameter estimation, plots, simulation (Analysis of
skewed data)
Version: 0.1.8
Date: 2009-12-27
Author: Georg M. Goerg <gmg@stat.cmu.edu>
Maintainer: Georg M. Goerg <gmg@stat.cmu.edu>
Description: Lambert W random variables (RV) offer a new way of dealing
with slightly skewed data. It is based on an input/ouput
framework - for details see References. This package contains
the most important functions to perform an adequate analysis.
Lambert W data can be simulated, parameters estimated and
results can be plotted in a proper way. Comments, suggestions,
improvements, error reports, ... are more than welcome. Feel
free to contact me.
Depends: moments, gsl, MASS, maxLik, nortest
License: GPL (>= 2)
LazyLoad: yes
Packaged: 2009-12-29 09:00:02 UTC; hornik
Repository: CRAN
Date/Publication: 2009-12-29 09:02:16

Title: Analysis of skewed data by Lambert W random variables.
Lambert W data can be simulated, parameters estimated, and
results plotted in a "nice" way.Quantile functions allow a more
realistic analysis and inference of skewed data (see

Package: LambertW
Type: Package
Title: Gaussianize and analyze skewed, heavy-tailed data
Version: 0.2.5
Date: 2010-12-31
Author: Georg M. Goerg <gmg@stat.cmu.edu>
Maintainer: Georg M. Goerg <gmg@stat.cmu.edu>
URL: http://www.stat.cmu.edu/~gmg http://arxiv.org/abs/0912.4554
http://arxiv.org/abs/1010.2265
Description: The Lambert W framework is a new generalized way to
analyze skewed, heavy-tailed data. Lambert W random variables
(RV) are based on an input/ouput framework where the input is a
RV X with distribution F(x), and the output Y = func(X) has
similar properties as X (but slightly skewed or heavy-tailed).
Then this transformed RV Y has a Lambert W x F distribution -
for details see References. This package contains functions to
perform a Lambert W analysis of skewed and heavy-tailed data:
data can be simulated, parameters can be estimated from real
world data, quantiles can be computed, and results
plotted/printed in a 'nice' way. Probably the most important
function is 'Gaussianize', which works the same way as the R
function 'scale' but actually makes your data Gaussian. An
optional modular toolkit implementation allows users to define
their own Lambert W x 'my favorite distribution' and use it for
their analysis.
Depends: moments, gsl, MASS, nortest, maxLik
License: GPL (>= 2)
LazyLoad: yes
Packaged: 2010-12-29 20:43:15 UTC; root
Repository: CRAN
Date/Publication: 2011-01-03 12:27:59