The Asymmetric Laplace Distribution
Density, distribution function, quantile function and random generation for the asymmetric Laplace distribution.
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)
x |
vector of quantiles ( |
n |
number of observations. |
mu |
location parameter. |
sigma |
positive scale parameter. |
tau |
skewness parameter (0,1). |
log |
logical; if |
The asymmetric Laplace distribution with parameters (mu, sigma, tau) has density
f(x) = τ(1-τ)/σ e^{-1/(2σ) (θ max(x,0) + (1 - θ) max(-x,0))}
Marco Geraci
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