raep

Simulates realizations from AEP distribution.

Developed for Computing the probability density function, cumulative
distribution function, random generation, estimating the parameters of asymmetric
exponential power distribution, and robust regression analysis with error
term that follows asymmetric exponential power distribution. The asymmetric
exponential power distribution studied here is a special case of that introduced
by Dongming and Zinde-Walsh (2009) <doi:10.1016/j.jeconom.2008.09.038>.

Mahdi Teimouri

Statistical Modelling for Asymmetric Exponential Power
Distribution

raep function

<dl><dt>n</dt>
<dd>Number of requested realizations.</dd><dt>alpha</dt>
<dd>Tail thickness parameter.</dd><dt>sigma</dt>
<dd>Scale parameter.</dd><dt>mu</dt>
<dd>Location parameter.</dd><dt>epsilon</dt>
<dd>Skewness parameter.</dd></dl>

Arguments

Author

Simulating realizations from the asymmetric exponential power (AEP) distribution — raep

<dl>

<dt>n</dt>
<dd>Number of requested realizations.</dd>

<dt>alpha</dt>
<dd>Tail thickness parameter.</dd>

<dt>sigma</dt>
<dd>Scale parameter.</dd>

<dt>mu</dt>
<dd>Location parameter.</dd>

<dt>epsilon</dt>
<dd>Skewness parameter.</dd>

</dl>

raep: Simulating realizations from the asymmetric exponential power (AEP) distribution

Description

Usage

Value

Arguments

Author

Examples