MultivariateLaplace {nlmm}

The Multivariate Asymmetric Laplace Distribution

Description

Density and random generation for the multivariate asymmetric Laplace distribution.

Usage

dmal(x, mu = rep(0, d), sigma = diag(d), log = FALSE)
rmal(n, mu, sigma)

Arguments

x

vector of quantiles.

n

number of observations.

mu

asymmetry parameter.

sigma

scale parameter – positive-definite matrix.

log

logical; if TRUE, probabilities are log–transformed.

Details

This is the multivariate extension of the (univariate) asymmetric Laplace distribution. It is a special case of MultivariateGenLaplace with shape = 1.

Author(s)

Marco Geraci

References

Kotz, S., Kozubowski, T., and Podgorski, K. (2001). The Laplace distribution and generalizations. Boston, MA: Birkhauser.

See Also

Laplace, MultivariateGenLaplace