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 (2016) <http://www.ime.unicamp.br/sites/default/files/rp07-16.pdf> useful for quantile regression.

Author
Christian E. Galarza <cgalarza88@gmail.com> and Victor H. Lachos <hlachos@ime.unicamp.br>
Date of publication
2016-06-06 08:22:31
Maintainer
Christian E. Galarza <cgalarza88@gmail.com>
License
GPL (>= 2)
Version
1.1

View on CRAN

Man pages

ALD
The Asymmetric Laplace Distribution
ald-package
The Asymmetric Laplace Distribution
likALD
Log-Likelihood function for the Asymmetric Laplace...
mleALD
Maximum Likelihood Estimators (MLE) for the Asymmetric...
momentsALD
Moments for the Asymmetric Laplace Distribution

Files in this package

ald
ald/NAMESPACE
ald/R
ald/R/functions.R
ald/MD5
ald/DESCRIPTION
ald/man
ald/man/ALD.Rd
ald/man/momentsALD.Rd
ald/man/mleALD.Rd
ald/man/likALD.Rd
ald/man/ald-package.Rd