qlaplace: Laplace (Double Exponential) Quantile Function
Description
Laplace (double exponential) quantile function with mean equal to mean and standard deviation equal to sd.
Usage
qlaplace(p, mean = 0, sd = 1, lower.tail = TRUE)
Arguments
p
Vector of probabilities.
mean
Population mean.
sd
Population standard deviation.
lower.tail
Logical; if TRUE (default), probabilities are \(P[X \le x]\); otherwise, \(P[X > x]\).
Value
qlaplace gives the quantile function.
Details
The Laplace distribution has density
\(e^{-|x-\mu| \sqrt{2} / \sigma} / (\sigma \sqrt{2}),\)
where \(\mu\) is the mean of the distribution and \(\sigma\) is the standard deviation.
References
Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.