dskewlap {HyperbolicDist}R Documentation

Skew-Laplace Density

Description

Calculates the density of the skew-Laplace distribution.

Usage

dskewlap(x, theta)

Arguments

x Vector of quantiles
theta Vector of parameters of the skew-Laplace distribution: alpha, beta and mu

Details

The central skew-Laplace has mode zero, and is a mixture of a (negative) exponential distribution with mean beta, and the negative of an exponential distribution with mean alpha. The weights of the positive and negative components are proportional to their means.

The general skew-Laplace distribution is a shifted central skew-Laplace distribution, where the mode is given by mu.

The density is given by:

f(x)=(1/(alpha+beta)) e^((x - mu)/alpha)

for x <= mu, and

f(x)=(1/(alpha+beta)) e^(-(x - mu)/beta)

for x >= mu

Value

dskewlap gives the density of the skew-Laplace distribution.

Author(s)

David Scott d.scott@auckland.ac.nz, Ai-Wei Lee, Richard Trendall

References

Fieller, N. J., Flenley, E. C. and Olbricht, W. (1992) Statistics of particle size data. Appl. Statist., 41, 127–146.

See Also

fit.hyperb

Examples

theta <- c(1,2,1)
curve(dskewlap(x,theta),from=-3,to=6,n=1000)

[Package HyperbolicDist version 0.0-1 Index]