Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data
Overview
Lambert W x F distributions are a generalized framework to analyze skewed, heavy-tailed data. It is based on an input/output system, where the output random variable (RV) Y is a non-linearly transformed version of an input RV X ~ F with similar properties as X, but slightly skewed (heavy-tailed). The 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. The most useful 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.
- fixed Rd file link issue with CRAN warnings
From NEWS.md in the release
Install
Health
NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage: ‘common-arguments.Rd’ \arguments should not be documented without \usage.
- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 1 NOTE2026-07-11
- OK13 OK2026-05-02
- NOTE11 OK, 1 NOTE2026-04-25
Show 6 earlier changesHide 6 earlier changes
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-04-16
- NOTE11 OK, 3 NOTE2026-03-30
- ERROR11 OK, 2 NOTE, 1 ERROR2026-03-28
- OK14 OK2026-03-10
Documentation
- Help pages
- 42 (1 internal)includes a package overview page
- Examples that run
- 81%26 run in a plain check · 4 never run · 2 hold no code
- Exported functions with examples
- 78%
- Documented parameters
- 89%
- Return-value docs
- 92%
- Help pages citing references
- 14%
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 10
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
Checks run against github.com/gmgeorg/lambertw on 2026-10-18.
No development-tooling practices detected in the upstream repository.
Dependencies
Installing LambertW adds 25 packages (14 with compiled code, 28 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
Show 33 earlier eventsHide 33 earlier events
- 2.13.1Latest
- RR 2.13.0 released · 2011-04-13
- 2.12.22011-01-10 · diff ↗
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 2.11.02010-01-07 · diff ↗
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 2.10.02009-03-21 · diff ↗
- 0.6.9-22025-08-21 · diff ↗
- 0.6.9-12023-11-30 · diff ↗
- 0.6.92023-10-30 · diff ↗
- 0.6.82023-09-03 · diff ↗
- 0.6.7-12022-09-22 · diff ↗
- 0.6.7
- 0.6.62020-12-16 · diff ↗
- 0.6.52020-06-08 · diff ↗
- 0.6.42016-03-29 · diff ↗
- 0.6.22016-02-05 · diff ↗ ·
removed 1 export
mcadded 6 exports
analyze_convergence, bootstrap, deriv_log_W, kurtosis, medcouple_estimator, skewness - 0.6.0
- 0.5.1
- 0.52014-11-22 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 83 exports
G_2delta_2alpha, G_delta, G_delta_alpha, Gaussianize, H, H_gamma, IGMM, MLE_LambertW, W, W_1, W_2delta, W_2delta_2alpha, W_delta, W_delta_alpha, W_gamma, W_gamma_1, beta2tau, beta_names, bounds_theta, check_beta, check_distname, check_tau, check_theta, complete_tau, complete_theta, create_LambertW_input, create_LambertW_output, d1W_1, dLambertW, dU and 53 more - 0.2.9.9.52014-03-10 · diff ↗
- 0.2.9.92012-01-08 · diff ↗
- 0.2.9.52011-06-01 · diff ↗
- 0.2.92011-05-11 · diff ↗
- 0.2.62011-01-11 · diff ↗
- 0.2.52011-01-03 · diff ↗
- 0.1.92010-01-10 · diff ↗
- 0.1.82009-12-29 · diff ↗
- 0.1.62009-04-14 · diff ↗
- 0.1.02009-03-23
- RR 2.8.0 released · 2008-10-20
Package metadata
- First published
- 2009-03-21
- Total releases
- 27 / 17 yrs
- License
- GPL (>= 2) OSI
- Bundled data
- 26 KB / 2 files
- Download size
- 508 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("LambertW")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.