# LogLikQBAD: 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)] in the three parameter quantile-based asymmetric family of densities defined in Section 3.2 of Gijbels et al. (2019a).

## Usage

 1 LogLikQBAD(y, mu, phi, alpha, f) 

## 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. f This is the reference density function f which is a standard version of a unimodal and symmetric around 0 density.

## Value

LogLikQBAD provides the realized value of the Log-likelihood function of quantile-based asymmetric family of distributions.

## 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

 1 2 3 4 5 6 7 8 # Example 1: Let F be a standard normal cumulative distribution function then f_N<-function(s){dnorm(s, mean = 0,sd = 1)} # density function of N(0,1) y<-rnorm(100) LogLikQBAD(y,mu=0,phi=1,alpha=0.5,f=f_N) # Example 2: Let F be a standard Laplace cumulative distribution function then f_La<-function(s){0.5*exp(-abs(s))} # density function of Laplace(0,1) LogLikQBAD(y,mu=0,phi=1,alpha=0.5,f=f_La) 

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