lqmm: mleAL – R documentation

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mleAL

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.