Asymmetric Laplace

greybox.distributions.dalaplace(q, loc=0, scale=1, alpha=0.5, log=False)

Asymmetric Laplace distribution density.

f(x) = alpha * (1-alpha) / scale * exp(-(x-loc)/scale * (alpha - I(x<=loc)))

Parameters:

• q (array_like) – Quantiles.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• alpha (float) – Asymmetry parameter (0 < alpha < 1).

• log (bool) – If True, return log-density.

Returns:

Density values.

Return type:

array

greybox.distributions.palaplace(q, loc=0, scale=1, alpha=0.5)

Asymmetric Laplace distribution CDF.

Parameters:

• q (array_like) – Quantiles.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• alpha (float) – Asymmetry parameter (0 < alpha < 1).

Returns:

CDF values.

Return type:

array

greybox.distributions.qalaplace(p, loc=0, scale=1, alpha=0.5)

Asymmetric Laplace distribution quantile function.

Parameters:

• p (array_like) – Probabilities.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• alpha (float) – Asymmetry parameter (0 < alpha < 1).

Returns:

Quantile values.

Return type:

array

greybox.distributions.ralaplace(n, loc=0, scale=1, alpha=0.5)

Asymmetric Laplace distribution random number generation.

Parameters:

• n (int) – Number of observations.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

• alpha (float) – Asymmetry parameter (0 < alpha < 1).

Returns:

Random values.

Return type:

array