LogLikALaD: Log-likelihood function for the quantile-based asymmetric...

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

Log-Likelihood function \ell_n(μ,φ,α)=\ln[L_n(μ,φ,α)] of the quantile-based asymmetric Laplace distribution discussed in Gijbels et al. (2019a).

Usage

LogLikALaD(y, mu, phi, alpha)

Arguments

y	This is a vector of quantiles.
mu	This is the location parameter μ.
phi	This is the scale parameter φ.
alpha	This is the index parameter α.

Value

LogLikALaD provides the value of the Log-likelihood function of the quantile-based asymmetric Laplace distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.

Examples

# Example
y<-rnorm(100)
LogLikALaD(y,mu=0,phi=1,alpha=0.5)

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.