dlaplace

Wrapper around <code>dsubbotin</code> with fixed <code>q = 1</code>. Uses
the parametrization on pp. 131 of magnus2016wals;textualWALS.

Implements Weighted-Average Least Squares model averaging
for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>,
generalized linear models of De Luca, Magnus, Peracchi (2018)
<doi:10.1016/j.jeconom.2017.12.007> and linear regression models of
Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also
Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares
for the linear regression model is based on the original 'MATLAB' code by
Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also
Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and
De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.

Kevin Huynh

WALS

Weighted-Average Least Squares Model Averaging

dlaplace function

<dl><dt>x</dt>
<dd>vector of quantiles.</dd>
<dt>b</dt>
<dd>\(c\) in magnus2016wals;textualWALS.
Parameter of reflected generalized gamma distribution. See below for details.</dd>
<dt>log</dt>
<dd>logical; if TRUE, probabilities p are given as log(p).</dd></dl>

Arguments

Internal function: Laplace density — dlaplace

<dl>

<dt>x</dt>
<dd>vector of quantiles.</dd>


<dt>b</dt>
<dd>\(c\) in magnus2016wals;textualWALS.
Parameter of reflected generalized gamma distribution. See below for details.</dd>


<dt>log</dt>
<dd>logical; if TRUE, probabilities p are given as log(p).</dd>

</dl>

dlaplace: Internal function: Laplace density

Description

Usage

Value

Arguments

Details

References

See Also