alcdfstd | R Documentation |
This function computes the cdf of a standard AL distribution i.e. AL(0, 1 ,p).
alcdfstd(x, p)
x |
scalar value. |
p |
quantile level or skewness parameter, p in (0,1). |
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).
Returns the cumulative probability value at point x for a standard AL distribution.
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
asymmetric Laplace distribution
set.seed(101) x <- -0.5428573 p <- 0.25 output <- alcdfstd(x, p) # output # 0.1663873
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