momentALoD: Moments estimation for the quantile-based asymmetric logistic...

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

Mean, variance, skewness, kurtosis and moments about the location parameter (i.e., αth quantile) of the quantile-based asymmetric logistic distribution defined in Gijbels et al. (2019a) useful for quantile regression with location parameter equal to μ, scale parameter φ and index parameter α.

Usage

meanALoD(mu, phi, alpha)

varALoD(mu, phi, alpha)

skewALoD(alpha)

kurtALoD(alpha)

momentALoD(phi, alpha, r)

Arguments

mu	This is the location parameter μ.
phi	This is the scale parameter φ.
alpha	This is the index parameter α.
r	This is a value which is used to calculate the rth moment about μ.

Value

meanALoD provides the mean, varALoD provides the variance, skewALoD provides the skewness, kurtALoD provides the kurtosis, and momentALoD provides the rth moment about the location parameter μ of the quantile-based asymmetric logistic 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
meanALoD(mu=0,phi=1,alpha=0.5)
varALoD(mu=0,phi=1,alpha=0.5)
skewALoD(alpha=0.5)
kurtALoD(alpha=0.5)
momentALoD(phi=1,alpha=0.5,r=1)

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