alcdfstd: cdf of a standard asymmetric Laplace distribution

In bqror: Bayesian Quantile Regression for Ordinal Models

cdf of a standard asymmetric Laplace distribution

Description

This function computes the cdf of a standard AL distribution i.e. AL(0, 1 ,p).

Usage

alcdfstd(x, p)

Arguments

x	scalar value.
p	quantile level or skewness parameter, p in (0,1).

Details

Computes the cdf of a standard AL distribution.

cdf(x) = F(x) = P(X ≤ x)

where X is a random variable that follows AL(0, 1 ,p).

Value

Returns the cumulative probability value at point x for a standard AL distribution.

References

Rahman, M. A. (2016). “Bayesian Quantile Regression for Ordinal Models.” Bayesian Analysis, 11(1): 1-24. DOI: 10.1214/15-BA939

Yu, K., and Zhang, J. (2005). “A Three-Parameter Asymmetric Laplace Distribution.” Communications in Statistics - Theory and Methods, 34(9-10), 1867-1879. DOI: 10.1080/03610920500199018

See Also

asymmetric Laplace distribution

Examples

set.seed(101)
x <-  -0.5428573
p <- 0.25
output <- alcdfstd(x, p)

# output
#   0.1663873

bqror documentation built on July 6, 2022, 5:07 p.m.