mleAL function

Maximum Likelihood Estimation of Asymmetric Laplace Distribution

This function estimates the parameters of an asymmetric Laplace distribution for a sample.

mleAL(x)

Arguments

• x: a numeric vector.

Returns

an object of class list containing the following components:

• m: location parameter

• sigma: scale parameter

• tau: skewness parameter

• r: number of iterations

References

Yu K and Zhang J (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics-Theory and Methods 34, 1867--1879.

Author(s)

Marco Geraci

See Also

dal, meanAL