dalapl: Density and random draws from the asymmetric Laplace...

In mombf: Model Selection with Bayesian Methods and Information Criteria

Density and random draws from the asymmetric Laplace distribution

Description

dalapl evaluates the probability density function, palapl the cumulative probability function and ralapl generates random draws.

Usage

dalapl(x, th=0, scale=1, alpha=0, logscale=FALSE)

palapl(x, th=0, scale=1, alpha=0)

ralapl(n, th=0, scale=1, alpha=0)

Arguments

x	Vector of values at which to evaluate the pdf/cdf
n	Number of random draws
th	Location parameter (mode)
scale	Scale parameter (proportional to variance)
alpha	Asymmetry parameter, must be between -1 and 1
logscale	If TRUE the log-pdf is returned

Details

For x<=th the asymmetric Laplace pdf is

0.5*exp(-abs(th-x)/(sqrt(scale)*(1+alpha)))/sqrt(scale)

and for x>th it is

0.5*exp(-abs(th-x)/(sqrt(scale)*(1-alpha)))/sqrt(scale)

Value

dalapl returns the density function, palapl the cumulative probability, ralapl random draws.

Author(s)

David Rossell

Examples

library(mombf)
e <- ralapl(n=10^4, th=1, scale=2, alpha=0.5)
thseq <- seq(min(e),max(e),length=1000)
hist(e, main='', breaks=30, prob=TRUE)
lines(thseq, dalapl(thseq, th=1, scale=2, alpha=0.5), col=2)

mombf documentation built on Sept. 28, 2023, 5:06 p.m.