loglapUC: The Log-Laplace Distribution

Description

Density, distribution function, quantile function and random generation for the 3-parameter log-Laplace distribution with location parameter location.ald, scale parameter scale.ald (on the log scale), and asymmetry parameter kappa.

Usage

dloglap(x, location.ald=0, scale.ald=1,
        tau=0.5, kappa=sqrt(tau/(1-tau)), log=FALSE)
ploglap(q, location.ald=0, scale.ald=1,
        tau=0.5, kappa=sqrt(tau/(1-tau)))
qloglap(p, location.ald=0, scale.ald=1,
        tau=0.5, kappa=sqrt(tau/(1-tau)))
rloglap(n, location.ald=0, scale.ald=1,
        tau=0.5, kappa=sqrt(tau/(1-tau)))

Arguments

x, q

vector of quantiles.

vector of probabilities.

number of observations. If length(n) > 1 then the length is taken to be the number required.

location.ald, scale.ald

the location parameter $\xi$ and the (positive) scale parameter $\sigma$, on the log scale.

tau

the quantile parameter $\tau$. Must consist of values in $(0,1)$. This argument is used to specify kappa and is ignored if kappa is assigned.

kappa

the asymmetry parameter $\kappa$. Must consist of positive values.

log

if TRUE, probabilities p are given as log(p).

Value

dloglap gives the density, ploglap gives the distribution function, qloglap gives the quantile function, and rloglap generates random deviates.

Details

A positive random variable $Y$ is said to have a log-Laplace distribution if $\log(Y)$ has an asymmetric Laplace distribution (ALD). There are many variants of ALDs and the one used here is described in alaplace3.

References

Kozubowski, T. J. and Podgorski, K. (2003) Log-Laplace distributions. International Mathematical Journal, 3, 467--495.

Examples

Run this code

loc = 0; sigma = exp(0.5); kappa = 1
x = seq(-0.2, 5, by=0.01)
plot(x, dloglap(x, loc, sigma, kappa=kappa), type="l", col="blue",
     main="Blue is density, red is cumulative distribution function",
     ylim=c(0,1), sub="Purple are 5,10,...,95 percentiles", las=1, ylab="")
abline(h=0, col="blue", lty=2)
lines(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa),
      dloglap(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa),
                loc, sigma, kappa=kappa), col="purple", lty=3, type="h")
lines(x, ploglap(x, loc, sigma, kappa=kappa), type="l", col="red")
abline(h=0, lty=2)
ploglap(qloglap(seq(0.05,0.95,by=0.05), loc, sigma, kappa=kappa),
          loc, sigma, kappa=kappa)

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