These functions provide information about the skew Laplace distribution
with location parameter equal to m
, dispersion equal to
s
, and skew equal to f
: density, cumulative
distribution, quantiles, log hazard, and random generation.
For f=1
, this is an ordinary (symmetric) Laplace distribution.
The skew Laplace distribution has density
$$
f(y) = \frac{\nu\exp(-\nu(y-\mu)/\sigma)}{(1+\nu^2)\sigma}$$
if \(y\ge\mu\) and else
$$
f(y) = \frac{\nu\exp((y-\mu)/(\nu\sigma))}{(1+\nu^2)\sigma}$$
where \(\mu\) is the location parameter of the distribution,
\(\sigma\) is the dispersion, and \(\nu\) is the skew.
The mean is given by \(\mu+\frac{\sigma(1-\nu^2)}{\sqrt{2}\nu}\)
and the variance by \(\frac{\sigma^2(1+\nu^4)}{2\nu^2}\).
Note that this parametrization of the skew (family) parameter is
different than that used for the multivariate skew Laplace
distribution in elliptic
.