| alcdf {bqror} | R Documentation |
cdf of an asymmetric Laplace distribution
Description
This function computes the cumulative distribution function (cdf) of an asymmetric Laplace (AL) distribution.
Usage
alcdf(x, mu, sigma, p)
Arguments
x |
scalar value. |
mu |
location parameter of an AL distribution. |
sigma |
scale parameter of an AL distribution. |
p |
quantile or skewness parameter, p in (0,1). |
Details
Computes the cdf of an AL distribution.
CDF(x) = F(x) = P(X \le x)
where X is a
random variable that follows AL(\mu, \sigma, p)
Value
Returns the cumulative probability value at point '"x"'.
References
Rahman, M. A. (2016). '"Bayesian Quantile Regression for Ordinal Models."' Bayesian Analysis, 11(1): 1-24. DOI: 10.1214/15-BA939
Yu, K., and Zhang, J. (2005). '"A Three-Parameter Asymmetric Laplace Distribution."' Communications in Statistics - Theory and Methods, 34(9-10), 1867-1879. DOI: 10.1080/03610920500199018
See Also
cumulative distribution function, asymmetric Laplace distribution
Examples
set.seed(101)
x <- -0.5428573
mu <- 0.5
sigma <- 1
p <- 0.25
output <- alcdf(x, mu, sigma, p)
# output
# 0.1143562