QBAsyDist (version 0.1.2)

LogLikALaD: Log-likelihood function for the quantile-based asymmetric Laplace distribution.

Description

Log-Likelihood function \(\ell_n(\mu,\phi,\alpha)=\ln[L_n(\mu,\phi,\alpha)]\) of the quantile-based asymmetric Laplace distribution discussed in Gijbels et al. (2019a).

Usage

LogLikALaD(y, mu, phi, alpha)

Arguments

y

This is a vector of quantiles.

mu

This is the location parameter \(\mu\).

phi

This is the scale parameter \(\phi\).

alpha

This is the index parameter \(\alpha\).

Value

LogLikALaD provides the value of the Log-likelihood function of the quantile-based asymmetric Laplace distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.

Examples

# NOT RUN {
# Example
y<-rnorm(100)
LogLikALaD(y,mu=0,phi=1,alpha=0.5)

# }