The Asymmetric Laplace Distribution

It provides the density, distribution function, quantile function, random number generator, likelihood function, moments and Maximum Likelihood estimators for a given sample, all this for the three parameter Asymmetric Laplace Distribution defined in Koenker and Machado (1999). This is a special case of the skewed family of distributions available in Galarza (2017) useful for quantile regression.


Reference manual

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1.3.1 by Christian E. Galarza, 7 months ago

Browse source code at

Authors: Christian E. Galarza <[email protected]> and Victor H. Lachos <[email protected]>

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imported by ClusPred, QBAsyDist, qrLMM, qrNLMM, quokar.

Suggested by fitteR, lqr.

See at CRAN