pdflap: Probability Density Function of the Laplace Distribution

pdflapR Documentation

Probability Density Function of the Laplace Distribution

Description

This function computes the probability density of the Laplace distribution given parameters (\xi and \alpha) computed by parlap. The probability density function is

f(x) = (2\alpha)^{-1} \exp(Y)\mbox{,}

where Y is

Y = \left(\frac{-|x - \xi|}{\alpha}\right)\mbox{.}

Usage

pdflap(x, para)

Arguments

x

A real value vector.

para

The parameters from parlap or vec2par.

Value

Probability density (f) for x.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.

See Also

cdflap, qualap, lmomlap, parlap

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  lap <- parlap(lmr)
  x <- qualap(0.5,lap)
  pdflap(x,lap)

wasquith/lmomco documentation built on April 20, 2024, 7:20 p.m.