| dsal {MixSAL} | R Documentation |
Probability Density Function for a Multivariate SAL Distribution
Description
Evaluates the probability density function of a multivariate SAL distribution.
Usage
dsal(x, alpha, sig, mu)
Arguments
x |
A n by p matrix where each row corresponds a p-dimensional observation. |
alpha |
A vector specifying the direction of skewness in each variable. |
sig |
A matrix specifying the covariance matrix of the variables. |
mu |
A vector specifiying the mean vector. |
Value
A vector of length n that gives the value of the probability density function for each observation in the matrix x and the specified parameter values.
Author(s)
Brian C. Franczak [aut, cre], Ryan P. Browne [aut, ctb], Paul D. McNicholas [aut, ctb]
Maintainer: Brian C. Franczak <franczakb@macewan.ca>
References
Franczak et. al (2014). Mixtures of Shifted Asymmetric Laplace Distributions. IEEE Transactions on Pattern Analysis and Machine Intelligence, 38(6), 1149-1157.
Kotz et. al (2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications. Economics, Engineering, and Finance. 1st Edition, Burkhauser.
Examples
## For this illustration, consider bivariate SAL data from the specified distribution:
x <- rsal(n=10,p=2,alpha=c(2,2),sig=diag(2),mu=c(0,0))
## The value of the probability density function for each of the simulated values are given by:
dsal(x=x,alpha=c(2,2),sig=diag(2),mu=c(0,0))