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ald (version 1.3.1)

The Asymmetric Laplace Distribution

Description

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) useful for quantile regression.

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Version

Install

install.packages('ald')

Monthly Downloads

348

Version

1.3.1

License

GPL (>= 2)

Last Published

April 4th, 2021

Functions in ald (1.3.1)

likALD

Log-Likelihood function for the Asymmetric Laplace Distribution
ald-package

The Asymmetric Laplace Distribution
mleALD

Maximum Likelihood Estimators (MLE) for the Asymmetric Laplace Distribution
ALD

The Asymmetric Laplace Distribution
momentsALD

Moments for the Asymmetric Laplace Distribution