rexal

Random Sample Generation for the exAL Distribution

Routines for Bayesian estimation and analysis of dynamic quantile linear models utilizing the extended asymmetric Laplace error distribution, also known as extended dynamic quantile linear models (exDQLM) described in Barata et al (2020) <doi:10.1214/21-AOAS1497>.

Raquel Barata

exdqlm

Extended Dynamic Quantile Linear Models

Raquel Prado

Bruno Sanso

Antonio Aguirre

rexal function

<dl><dt>n</dt>
<dd>Positive integer number of samples to draw (scalar).</dd>
<dt>p0</dt>
<dd>Probability level used in the quantile parametrization. Scalar in (0, 1). Default <code>0.5</code>.</dd>
<dt>mu</dt>
<dd>Location parameter (scalar). Default <code>0</code>.</dd>
<dt>sigma</dt>
<dd>Scale parameter (scalar, strictly positive). Default <code>1</code>.</dd>
<dt>gamma</dt>
<dd>Skewness parameter controlling asymmetry (scalar). Must be within valid bounds implied by <code>p0</code>. Default <code>0</code>.</dd></dl>

Arguments

Random Sample Generation for the exAL Distribution — rexal

<dl>

<dt>n</dt>
<dd>Positive integer number of samples to draw (scalar).</dd>


<dt>p0</dt>
<dd>Probability level used in the quantile parametrization. Scalar in (0, 1). Default <code>0.5</code>.</dd>


<dt>mu</dt>
<dd>Location parameter (scalar). Default <code>0</code>.</dd>


<dt>sigma</dt>
<dd>Scale parameter (scalar, strictly positive). Default <code>1</code>.</dd>


<dt>gamma</dt>
<dd>Skewness parameter controlling asymmetry (scalar). Must be within valid bounds implied by <code>p0</code>. Default <code>0</code>.</dd>

</dl>

rexal: Random Sample Generation for the exAL Distribution

Description

Usage

Value

Arguments

Examples