qlaplace: Laplace (Double Exponential) Quantile Function

In jmuOutlier: Permutation Tests for Nonparametric Statistics

Description

Laplace (double exponential) quantile function with mean equal to mean and standard deviation equal to sd.

Usage

qlaplace(p, mean = 0, sd = 1, lower.tail = TRUE)

Arguments

p	Vector of probabilities.
mean	Population mean.
sd	Population standard deviation.
lower.tail	Logical; if TRUE (default), probabilities are P[X ≤ x]; otherwise, P[X > x].

Details

The Laplace distribution has density e^{-|x-μ| √{2} / σ} / (σ √{2}), where μ is the mean of the distribution and σ is the standard deviation.

Value

qlaplace gives the quantile function.

Note

The formulas computed within qlaplace are based on the textbook by Higgins (2004).

Author(s)

Steven T. Garren, James Madison University, Harrisonburg, Virginia, USA

References

Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.

See Also

dlaplace, plaplace, and rlaplace.

Examples

# 5th, 15th, 25th, ..., 95th percentiles from a Laplace( 50, 10 ) distribution.

qlaplace( seq( 0.05, 0.95, length.out=11 ), 50, 10 )

Example output

 [1] 33.71826 40.99877 44.50911 46.84427 48.59674 50.00000 51.40326 53.15573
 [9] 55.49089 59.00123 66.28174

jmuOutlier documentation built on Aug. 6, 2019, 1:03 a.m.