palaplace: Returns CDF from Asymmetric Laplace Distribution

In Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)

Returns CDF from Asymmetric Laplace Distribution

Description

The palaplace returns the Cumulative Distribution Function at point x for the Asymmetric Laplace distribution with parameters a* and m.

Usage

palaplace(x, m = 0, al = 1, ar = 1)

Arguments

x	(numeric) - value in the range (-\infty, \infty) to evaluate the density.
m	(numeric) - location parameter.
al, ar	(numeric) - scale parameters. Must be in the range (0, \infty).

Details

The Asymmetric Laplace distribution is a distribution controlled by three parameters, with formula:

f(x;a_l,a_r,m) = \frac{1}{A} e^{-|\frac{x-m}{a_l}| }, x < m

f(x;a_l,a_r,m) = \frac{1}{A} e^{-|\frac{x-m}{a_r}| }, x > m

with:

A = a_l + a_r

where a* are scale parameters, and m is a location parameter. It is basically derived from the Asymmetric Exponential Power distribution by setting b_l = b_r = b.

Value

a vector containing the values for the probabilities.

Rsubbotools documentation built on April 16, 2025, 5:10 p.m.