dexal: Density Function for the Extended Asymmetric Laplace (exAL)...

In exdqlm: Extended Dynamic Quantile Linear Models

Density Function for the Extended Asymmetric Laplace (exAL) Distribution

Description

Computes the PDF of the Extended Asymmetric Laplace (exAL) distribution. Vectorized over x.

Usage

dexal(x, p0 = 0.5, mu = 0, sigma = 1, gamma = 0, log = FALSE)

Arguments

x	Numeric vector of quantiles.
p0	Probability level used in the quantile parametrization. Scalar in (0, 1). Default 0.5.
mu	Location parameter (scalar). Default 0.
sigma	Scale parameter (scalar, strictly positive). Default 1.
gamma	Skewness parameter controlling asymmetry (scalar). Must be within valid bounds implied by p0. Default 0.
log	Logical scalar; if TRUE return log-density. Default FALSE.

Value

Numeric vector of densities (same length as x).

Examples

dexal(0)
dexal(1, p0 = 0.75, mu = 0, sigma = 2, gamma = 0.25)
dexal(seq(-3, 3, by = 0.1), p0 = 0.3, mu = 0, sigma = 1, gamma = -0.45)

exdqlm documentation built on Feb. 8, 2026, 1:06 a.m.