Description Usage Arguments Details Value References See Also Examples

This function computes the CDF of standard asymmetric
Laplace distribution i.e. AL*(0, 1 ,p)*.

1 | ```
alcdfstd(x, p)
``` |

`x` |
scalar value. |

`p` |
quantile level or skewness parameter, p in (0,1). |

Computes the CDF of a standard asymmetric Laplace distribution.

*CDF(x) = F(x) = P(X ≤ x)*

where X is a
random variable that follows AL*(0, 1 ,p)*.

Returns the cumulative probability value from the CDF of an asymmetric Laplace distribution.

Rahman, M. A. (2016). “Bayesian Quantile Regression for Ordinal Models.” Bayesian Analysis, 11(1): 1-24. DOI: 10.1214/15-BA939

Yu, K., and Zhang, J. (2005). “A Three-Parameter Asymmetric Laplace Distribution.” Communications in Statistics - Theory and Methods, 34(9-10), 1867-1879. DOI: 10.1080/03610920500199018

asymmetric Laplace distribution

1 2 3 4 5 6 7 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.