Description Usage Arguments Details Value References See Also Examples
These functions provide the density, distribution function, quantile function, and random generation for the univariate, asymmetric, log-Laplace distribution with location parameter mu, scale parameter λ, and asymmetry or skewness parameter kappa.
1 2 3 4 | dallaplace(x, location=0, scale=1, kappa=1, log=FALSE)
pallaplace(q, location=0, scale=1, kappa=1)
qallaplace(p, location=0, scale=1, kappa=1)
rallaplace(n, location=0, scale=1, kappa=1)
|
x, q |
These are each a vector of quantiles. |
p |
This is a vector of probabilities. |
n |
This is the number of observations, which must be a positive integer that has length 1. |
location |
This is the location parameter mu. |
scale |
This is the scale parameter lambda, which must be positive. |
kappa |
This is the asymmetry or skewness parameter kappa, which must be positive. |
log |
Logical. If |
Application: Continuous Univariate
Density 1: p(theta) = exp(-mu) * (sqrt(2)*kappa/lambda) * (sqrt(2)/(lambda*kappa)) / ((sqrt(2)*kappa/lambda)+(sqrt(2)/(lambda*kappa))) * exp(-((sqrt(2)*kappa/lambda)+1)), theta >= exp(mu)
Density 2: p(theta) = exp(-mu) * (sqrt(2)*kappa/lambda) * (sqrt(2)/(lambda*kappa)) / ((sqrt(2)*kappa/lambda)+(sqrt(2)/(lambda*kappa))) * exp(((sqrt(2)*(log(theta)-mu)) / (lambda*kappa)) - (log(theta)-mu)), theta < exp(mu)
Inventor: Pierre-Simon Laplace
Notation 1: theta ~ ALL(mu, lambda, kappa)
Notation 2: p(theta) = ALL(theta | mu, lambda, kappa)
Parameter 1: location parameter mu
Parameter 2: scale parameter lambda > 0
Mean: E(theta) =
Variance: var(theta) =
Mode: mode(theta) =
The univariate, asymmetric log-Laplace distribution is derived from the Laplace distribution. Multivariate and symmetric versions also exist.
These functions are similar to those in the VGAM
package.
dallaplace
gives the density,
pallaplace
gives the distribution function,
qallaplace
gives the quantile function, and
rallaplace
generates random deviates.
Kozubowski, T. J. and Podgorski, K. (2003). "Log-Laplace Distributions". International Mathematical Journal, 3, p. 467–495.
dalaplace
,
dexp
,
dlaplace
,
dlaplacep
,
dllaplace
,
dmvl
,
dnorm
,
dnormp
,
dnormv
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | library(LaplacesDemon)
x <- dallaplace(1,0,1,1)
x <- pallaplace(1,0,1,1)
x <- qallaplace(0.5,0,1,1)
x <- rallaplace(100,0,1,1)
#Plot Probability Functions
x <- seq(from=0.1, to=10, by=0.1)
plot(x, dallaplace(x,0,1,0.5), ylim=c(0,1), type="l", main="Probability Function",
ylab="density", col="red")
lines(x, dallaplace(x,0,1,1), type="l", col="green")
lines(x, dallaplace(x,0,1,5), type="l", col="blue")
legend(5, 0.9, expression(paste(mu==0, ", ", lambda==1, ", ", kappa==0.5),
paste(mu==0, ", ", lambda==1, ", ", kappa==1),
paste(mu==0, ", ", lambda==1, ", ", kappa==5)),
lty=c(1,1,1), col=c("red","green","blue"))
|
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