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ald: 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 (2016) <http://www.ime.unicamp.br/sites/default/files/rp07-16.pdf> useful for quantile regression.

ald.pdf