dalapl {mombf} | R Documentation |
dalapl
evaluates the probability density function,
palapl
the cumulative probability function
and ralapl
generates random draws.
dalapl(x, th=0, scale=1, alpha=0, logscale=FALSE) palapl(x, th=0, scale=1, alpha=0) ralapl(n, th=0, scale=1, alpha=0)
x |
Vector of values at which to evaluate the pdf/cdf |
n |
Number of random draws |
th |
Location parameter (mode) |
scale |
Scale parameter (proportional to variance) |
alpha |
Asymmetry parameter, must be between -1 and 1 |
logscale |
If TRUE the log-pdf is returned |
For x<=th the asymmetric Laplace pdf is
0.5*exp(-abs(th-x)/(sqrt(scale)*(1+alpha)))/sqrt(scale)
and for x>th it is
0.5*exp(-abs(th-x)/(sqrt(scale)*(1-alpha)))/sqrt(scale)
dalapl
returns the density function,
palapl
the cumulative probability,
ralapl
random draws.
David Rossell
library(mombf) e <- ralapl(n=10^4, th=1, scale=2, alpha=0.5) thseq <- seq(min(e),max(e),length=1000) hist(e, main='', breaks=30, prob=TRUE) lines(thseq, dalapl(thseq, th=1, scale=2, alpha=0.5), col=2)