rlaplace

Function to generate random values from the Laplace distribution

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) <doi:10.1080/0094965042000223680>, Elian et al. (2000) <doi:10.1080/03610920008832518> and Dodge (1997) <doi:10.1006/jmva.1997.1666>. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) <doi:10.2307/1270952>.

Kevin Rodrigues

diagL1

Routines for Fit, Inference and Diagnostics in Linear L1 and LAD
Models

Kevin Allan Sales Rodrigues

Silvia Nagib Elian

rlaplace function

<dl><dt>n</dt>
<dd>Number of values to generate.</dd>
<dt>location</dt>
<dd>Location parameter of the Laplace distribution (default = 0).</dd>
<dt>scale</dt>
<dd>Scale parameter of the Laplace distribution (default = 1).</dd></dl>

Arguments

Function to generate random values from the Laplace distribution — rlaplace

<dl>

<dt>n</dt>
<dd>Number of values to generate.</dd>


<dt>location</dt>
<dd>Location parameter of the Laplace distribution (default = 0).</dd>


<dt>scale</dt>
<dd>Scale parameter of the Laplace distribution (default = 1).</dd>

</dl>

rlaplace: Function to generate random values from the Laplace distribution

Description

Usage

Value

Arguments

Examples