qlaplace {jmuOutlier}

Laplace (Double Exponential) Quantile Function

Description

Laplace (double exponential) quantile function with mean equal to mean and standard deviation equal to sd.

Usage

qlaplace(p, mean = 0, sd = 1, lower.tail = TRUE)

Arguments

p

Vector of probabilities.

mean

Population mean.

sd

Population standard deviation.

lower.tail

Logical; if TRUE (default), probabilities are P[X \le x]; otherwise, P[X > x].

Details

The Laplace distribution has density e^{-|x-\mu| \sqrt{2} / \sigma} / (\sigma \sqrt{2}), where \mu is the mean of the distribution and \sigma is the standard deviation.

Value

qlaplace gives the quantile function.

Note

The formulas computed within qlaplace are based on the textbook by Higgins (2004).

Author(s)

Steven T. Garren, James Madison University, Harrisonburg, Virginia, USA

References

Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.

See Also

dlaplace, plaplace, and rlaplace.

Examples

# 5th, 15th, 25th, ..., 95th percentiles from a Laplace( 50, 10 ) distribution.

qlaplace( seq( 0.05, 0.95, length.out=11 ), 50, 10 )