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 (2017) <doi:10.1002/sta4.140> useful for quantile regression.

Package details

AuthorChristian E. Galarza <[email protected]> and Victor H. Lachos <[email protected]>
MaintainerChristian E. Galarza <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ald documentation built on Feb. 1, 2018, 5:03 p.m.