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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