It provides the density, distribution function, quantile function, random number generator, likelihood function, moments and Maximum Likelihood estimators for a given sample, all this for the three parameter Asymmetric Laplace Distribution defined in Koenker and Machado (1999). This is a special case of the skewed family of distributions available in Galarza (2016) useful for quantile regression.

Documentation

Manual: ald.pdf
Vignette: None available.

Maintainer: Christian E. Galarza <cgalarza88 at gmail.com>

Author(s): Christian E. Galarza <cgalarza88 at gmail.com> and Victor H. Lachos <hlachos at ime.unicamp.br>

Install package and any missing dependencies by running this line in your R console:

install.packages("ald")

Depends
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Suggests lqr
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PReMiuM, qrLMM, qrNLMM, Wrapped
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lqr
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Package ald
Materials
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Version 1.1
Published 2016-06-06
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks ald check results
Package source ald_1.1.tar.gz