MultivariateLaplace

dmal

rmal

Density and random generation for the multivariate asymmetric Laplace distribution.

Multivariate Asymmetric Laplace Distribution

Provides functions to fit linear mixed models
based on convolutions of the generalized Laplace (GL) distribution.
The GL mixed-effects model includes four special cases with normal random
effects and normal errors (NN), normal random effects and Laplace errors (NL),
Laplace random effects and normal errors (LN), and Laplace random effects
and Laplace errors (LL). The methods are described in Geraci and Farcomeni (2020,
Statistical Methods in Medical Research) <doi:10.1177/0962280220903763>.

Marco Geraci

nlmm

Generalized Laplace Mixed-Effects Models

Alessio Farcomeni

MultivariateLaplace function

<dl> <dt>x</dt>
<dd>vector of quantiles.</dd> <dt>n</dt>
<dd>number of observations.</dd> <dt>mu</dt>
<dd>asymmetry parameter.</dd> <dt>sigma</dt>
<dd>scale parameter -- positive-definite matrix.</dd> <dt>log</dt>
<dd>logical; if <code>TRUE</code>, probabilities are log--transformed.</dd></dl>

Arguments

Author

The Multivariate Asymmetric Laplace Distribution — MultivariateLaplace

<dl>

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

 <dt>n</dt>
<dd>number of observations.</dd>

 <dt>mu</dt>
<dd>asymmetry parameter.</dd>

 <dt>sigma</dt>
<dd>scale parameter -- positive-definite matrix.</dd>

 <dt>log</dt>
<dd>logical; if <code>TRUE</code>, probabilities are log--transformed.</dd>

</dl>

MultivariateLaplace: The Multivariate Asymmetric Laplace Distribution

Description

Usage

Arguments

Author

Details

References

See Also