Accessory functions.
meanAL(mu, sigma, tau)
varAL(sigma, tau)
invvarAL(x, tau)
location parameter.
scale parameter.
skewness parameter.
numeric value.
meanAL
computes the mean of an asymmetric Laplace with parameters mu
, sigma
and tau
.
varAL
computes the variance of an asymmetric Laplace with parameters sigma
and tau
.
invvarAL
computes the scale parameter of an asymmetric Laplace with parameter tau
and variance x
.
Yu K and Zhang J (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics-Theory and Methods 34, 1867--1879.