dlaplace {WALS}

Internal function: Laplace density

Description

Wrapper around dsubbotin with fixed q = 1. Uses the parametrization on pp. 131 of Magnus and De Luca (2016).

Usage

dlaplace(x, b, log = FALSE)

Arguments

x

vector of quantiles.

b

c in Magnus and De Luca (2016). Parameter of reflected generalized gamma distribution. See below for details.

log

logical; if TRUE, probabilities p are given as log(p).

Details

The density function is

\pi(x) = \frac{c}{2} \exp(-c |x|).

Value

Gives the (log-)density.

References

Magnus JR, De Luca G (2016). “Weighted-average least squares (WALS): A survey.” Journal of Economic Surveys, 30(1), 117-148. doi:10.1111/joes.12094.

See Also

laplace, dsubbotin.