ald: The Asymmetric Laplace Distribution

It provides the density, distribution function, quantile function, random number generator, likelihood function, moments and Maximum Likelihood estimators for a given sample, all this for the three parameter Asymmetric Laplace Distribution defined in Koenker and Machado (1999). This is a special case of the skewed family of distributions available in Galarza et.al. (2017) <doi:10.1002/sta4.140> useful for quantile regression.

Package details

AuthorChristian E. Galarza <cgalarza88@gmail.com> and Victor H. Lachos <hlachos@ime.unicamp.br>
MaintainerChristian E. Galarza <cgalarza88@gmail.com>
LicenseGPL (>= 2)
Version1.3.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ald")

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ald documentation built on April 5, 2021, 1:06 a.m.