hskewlaplace: Log Hazard Function for a Skew Laplace Process

In event: Event History Procedures and Models

Description

These functions provide information about the skew Laplace distribution with location parameter equal to m, dispersion equal to s, and skew equal to f: log hazard. (See 'rmutil' for the d/p/q/r boxcox functions density, cumulative distribution, quantiles, and random generation). For f=1, this is an ordinary (symmetric) Laplace distribution.

The skew Laplace distribution has density

f(y) = f*exp(-f*(y-m)/s)/((1+f^2)*s)

if y>=m and else

f(y) = f*exp((y-m)/(f*s))/((1+f^2)*s)

where m is the location parameter of the distribution, s is the dispersion, and f is the skew.

The mean is given by m + (s * (1 - f^2)) / (sqrt(2) * f) and the variance by (s^2 * (1 + f^4)) / (2 * f^2).

Note that this parametrization of the skew (family) parameter is different than that used for the multivariate skew Laplace distribution in 'growth::elliptic'.

Usage

hskewlaplace(y, m=0, s=1, f=1)

Arguments

y	vector of responses.
m	vector of location parameters.
s	vector of dispersion parameters.
f	vector of skew parameters.

Author(s)

J.K. Lindsey

See Also

dexp for the exponential distribution, dcauchy for the Cauchy distribution, and dlaplace for the Laplace distribution.

Examples

hskewlaplace(5, 2, 1, 0.5)

event documentation built on May 2, 2019, 4:07 a.m.