lqmm (version 1.01)

mleAL: Maximum Likelihood Estimation of Asymmetric Laplace Distribution

Description

This function estimates the parameters of an asymmetric Laplace distribution for a sample.

Usage

mleAL(x)

Arguments

x

a numeric vector.

Value

• an object of class list containing the following components:
• m
  location parameter
• sigma
  scale parameter
• p
  skewness parameter
• r
  number of iterations

References

Yu K and Zhang J (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics-Theory and Methods 34, 1867--1879.

See Also

dal, meanAL