Description Usage Arguments Value Author(s) References See Also
This function estimates the parameters of an asymmetric Laplace distribution for a sample.
1 | mleAL(x)
|
x |
a numeric vector. |
an object of class list
containing the following components:
m |
location parameter |
sigma |
scale parameter |
tau |
skewness parameter |
r |
number of iterations |
Marco Geraci
Yu K and Zhang J (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics-Theory and Methods 34, 1867–1879.
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