dal {lqmm}

The Asymmetric Laplace Distribution

Description

Density, distribution function, quantile function and random generation for the asymmetric Laplace distribution.

Usage

dal(x, mu = 0, sigma = 1, tau = 0.5, log = FALSE)
pal(x, mu = 0, sigma = 1, tau = 0.5)
qal(x, mu = 0, sigma = 1, tau = 0.5)
ral(n, mu = 0, sigma = 1, tau = 0.5)

Arguments

x

vector of quantiles (dal, pal) or probabilities (qal).

n

number of observations.

mu

location parameter.

sigma

positive scale parameter.

tau

skewness parameter (0,1).

log

logical; if TRUE, probabilities are log–transformed.

Details

The asymmetric Laplace distribution with parameters (mu, sigma, tau) has density

f(x) = \tau(1-\tau)/\sigma e^{-1/(2\sigma) (\theta max(x,0) + (1 - \theta) max(-x,0))}

Author(s)

Marco Geraci

See Also

lqmm, lqm