asymetric_laplace: The Asymmetric Laplace Distribution

In gforge/lqmm_gforge: Linear Quantile Mixed Models

Description

Density, distribution function, quantile function and random generation for the asymmetric Laplace distribution.

Usage

dal(x, mu = 0, sigma = 1, tau = 0.5, log = FALSE)

pal(x, mu = 0, sigma = 1, tau = 0.5)

ral(n, mu = 0, sigma = 1, tau = 0.5)

qal(x, mu = 0, sigma = 1, tau = 0.5)

Arguments

x	vector of quantiles (dal, pal) or probabilities (qal).
mu	location parameter.
sigma	positive scale parameter.
tau	skewness parameter (0,1).
log	logical; if TRUE, probabilities are log–transformed.
n	number of observations.

Details

The asymmetric Laplace distribution with parameters (mu, sigma, tau) has density

f(x) = τ(1-τ)/σ e^{-1/(2σ) (θ max(x,0) + (1 - θ) max(-x,0))}

Author(s)

Marco Geraci

See Also

lqmm, lqm

gforge/lqmm_gforge documentation built on Dec. 20, 2021, 10:42 a.m.