Skew Laplace Distribution
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) = f*exp(-f*(y-m)/s)/((1+f^2)*s)
if y>=m and else
f(y) = f*exp((y-m)/(f*s))/((1+f^2)*s)
where m is the location parameter of the distribution, s is the dispersion, and f is the skew.
The mean is given by m + (s * (1 - f^2)) / (sqrt(2) * f) and the variance by (s^2 * (1 + f^4)) / (2 * f^2).
Note that this parametrization of the skew (family) parameter is
different than that used for the multivariate skew Laplace
distribution in elliptic.
dskewlaplace(y, m=0, s=1, f=1, log=FALSE) pskewlaplace(q, m=0, s=1, f=1) qskewlaplace(p, m=0, s=1, f=1) rskewlaplace(n, m=0, s=1, f=1)
y |
vector of responses. |
q |
vector of quantiles. |
p |
vector of probabilities |
n |
number of values to generate |
m |
vector of location parameters. |
s |
vector of dispersion parameters. |
f |
vector of skew parameters. |
log |
if TRUE, log probabilities are supplied. |
J.K. Lindsey
dskewlaplace(5, 2, 1, 0.5) pskewlaplace(5, 2, 1, 0.5) qskewlaplace(0.95, 2, 1, 0.5) rskewlaplace(10, 2, 1, 0.5)
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