mleAL {lqmm}

Maximum Likelihood Estimation of Asymmetric Laplace Distribution

Description

This function estimates the parameters of an asymmetric Laplace distribution for a sample.

Usage

mleAL(x)

Arguments

x

a numeric vector.

Value

an object of class list containing the following components:

m

location parameter

sigma

scale parameter

tau

skewness parameter

r

number of iterations

Author(s)

Marco Geraci

References

Yu K and Zhang J (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics-Theory and Methods 34, 1867–1879.

See Also

dal, meanAL