rndald: Generates random numbers from an AL distribution

In bqror: Bayesian Quantile Regression for Ordinal Models

Generates random numbers from an AL distribution

Description

This function generates a vector of random numbers from an AL distribution at quantile p.

Usage

rndald(sigma, p, n)

Arguments

sigma	scale factor, a scalar value.
p	quantile or skewness parameter, p in (0,1).
n	number of observations

Details

Generates a vector of random numbers from an AL distribution as a mixture of normal–exponential distributions.

Value

Returns a vector (n x 1) of random numbers from an AL(0, \sigma, p)

References

Kozumi, H., and Kobayashi, G. (2011). “Gibbs Sampling Methods for Bayesian Quantile Regression.” Journal of Statistical Computation and Simulation, 81(11): 1565–1578. DOI: 10.1080/00949655.2010.496117

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)
sigma <- 2.503306
p <- 0.25
n <- 1
output <- rndald(sigma, p, n)

# output
#   1.07328

bqror documentation built on May 31, 2023, 5:19 p.m.