gmgeorg/torchlambertw

Lambert W function and Lambert W x F distributions in pytorch

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Experimental

This project provides the core mathematical functions and building blocks for advanced statistical modeling in PyTorch. It implements the Lambert W function and allows you to create custom Lambert W x F distributions, which can model skewed or heavy-tailed data. Researchers and statisticians working with complex data distributions will find this useful for developing novel statistical models.

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Use this if you are a researcher or advanced statistician in an academic or R&D setting who needs to implement and experiment with Lambert W functions and Lambert W x F distributions directly within PyTorch for custom modeling.

Not ideal if you need a complete solution to transform and 'Gaussianize' skewed, heavy-tailed data; for that, look at the `pylambertw` project instead.

quantitative-research statistical-modeling data-distribution-analysis financial-modeling signal-processing
Stale 6m No Package No Dependents
Maintenance 2 / 25
Adoption 6 / 25
Maturity 16 / 25
Community 5 / 25

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1

Language

Jupyter Notebook

License

MIT

Last pushed

Aug 11, 2025

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