The Asymmetric Laplace Distribution
Overview
It provides the density, distribution function, quantile function, random number generator, likelihood function, moments and Maximum Likelihood estimators for a given sample, all this for the three parameter Asymmetric Laplace Distribution defined in Koenker and Machado (1999). This is a special case of the skewed family of distributions available in Galarza et.al. (2017) doi:10.1002/sta4.140 useful for quantile regression.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Christian E. Galarza <cgalarza88@gmail.com>’
No Authors@R field in DESCRIPTION.
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Authors@R: c(person(given = c("Christian", "E."),
family = "Galarza",
role = c("aut", "cre"),
email = "cgalarza88@gmail.com"),
person(given = c("Victor", "H."),
family = "Lachos",
role = "aut",
email = "hlachos@ime.unicamp.br"))
as necessary.- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
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- Documented parameters
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- Return-value docs
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Dependencies
Installing ald adds no packages beyond those that come with R.
Code & Tests
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Maintainer since 1.0 (2015)
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- 1.02015-01-28
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- RR 3.1.0 released · 2014-04-10
Package metadata
- First published
- 2015-01-28
- Total releases
- 4 / 11 yrs
- License
- GPL (>= 2) OSI
- Download size
- 5.7 KB
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