loglapUC {VGAM} | R Documentation |
Density, distribution function, quantile function and random generation
for the 3-parameter log-Laplace distribution with location
parameter location.ald
, scale parameter scale.ald
(on the log scale),
and asymmetry parameter kappa
.
dloglap(x, location.ald=0, scale.ald=1, tau=0.5, kappa=sqrt(tau/(1-tau)), log=FALSE) ploglap(q, location.ald=0, scale.ald=1, tau=0.5, kappa=sqrt(tau/(1-tau))) qloglap(p, location.ald=0, scale.ald=1, tau=0.5, kappa=sqrt(tau/(1-tau))) rloglap(n, location.ald=0, scale.ald=1, tau=0.5, kappa=sqrt(tau/(1-tau)))
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations.
If |
location.ald, scale.ald |
the location parameter xi and the (positive) scale parameter sigma, on the log scale. |
tau |
the quantile parameter tau.
Must consist of values in (0,1).
This argument is used to specify |
kappa |
the asymmetry parameter kappa. Must consist of positive values. |
log |
if |
A positive random variable Y is said to have a log-Laplace
distribution if \log(Y) has an asymmetric Laplace distribution
(ALD). There are many variants of ALDs and the one used here
is described in alaplace3
.
dloglap
gives the density,
ploglap
gives the distribution function,
qloglap
gives the quantile function, and
rloglap
generates random deviates.
T. W. Yee
Kozubowski, T. J. and Podgorski, K. (2003) Log-Laplace distributions. International Mathematical Journal, 3, 467–495.
dalap
,
alaplace3
,
loglaplace1
.
loc = 0; sigma = exp(0.5); kappa = 1 x = seq(-0.2, 5, by=0.01) ## Not run: plot(x, dloglap(x, loc, sigma, kappa=kappa), type="l", col="blue", main="Blue is density, red is cumulative distribution function", ylim=c(0,1), sub="Purple are 5,10,...,95 percentiles", las=1, ylab="") abline(h=0, col="blue", lty=2) lines(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa), dloglap(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa), loc, sigma, kappa=kappa), col="purple", lty=3, type="h") lines(x, ploglap(x, loc, sigma, kappa=kappa), type="l", col="red") abline(h=0, lty=2) ## End(Not run) ploglap(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa), loc, sigma, kappa=kappa)