QBAsyDist (version 0.1.2)

LogLikAND: Log-likelihood function for the quantile-based asymmetric normal distribution.

Description

The log-likelihood function \(\ell_n(\mu,\phi,\alpha)=\ln[L_n(\mu,\phi,\alpha)]\) in the quantile-based asymmetric normal distribution is presented in Gijbels et al. (2019a).

Usage

LogLikAND(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

LogLikAND provides the value of the Log-likelihood function of the quantile-based asymmetric normal 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)
LogLikAND(y,mu=0,phi=1,alpha=0.5)

# }