cdflap: Cumulative Distribution Function of the Laplace Distribution
Description
This function computes the cumulative probability or nonexceedance probability of the Laplace distribution given parameters (\(\xi\) and \(\alpha\)) computed by parlap. The cumulative distribution function is
$$F(x) = \frac{1}{2} \mathrm{exp}((x-\xi)/\alpha) \mbox{ for } x \le \xi \mbox{,}$$
and
$$F(x) = 1 - \frac{1}{2} \mathrm{exp}(-(x-\xi)/\alpha) \mbox{ for } x > \xi \mbox{,}$$
where \(F(x)\) is the nonexceedance probability for quantile \(x\),
\(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.
Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.