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16.10 Skew double exponential distribution

16.10.1 Probability density function

If μR, σR+ and τ[0,1], then for yR, SkewDoubleExponential(y|μ,σ,τ)=2τ(1τ)σexp[2σ[(1τ)I(y<μ)(μy)+τI(y>μ)(yμ)]]

16.10.2 Sampling statement

y ~ skew_double_exponential(mu, sigma, tau)

Increment target log probability density with skew_double_exponential(y | mu, sigma, tau)

16.10.3 Stan functions

real skew_double_exponential_lpdf(reals y | reals mu, reals sigma, reals tau)
The log of the skew double exponential density of y given location mu, scale sigma and skewness tau

real skew_double_exponential_lupdf(reals y | reals mu, reals sigma, reals tau)
The log of the skew double exponential density of y given location mu, scale sigma and skewness tau dropping constant additive terms

real skew_double_exponential_cdf(reals y, reals mu, reals sigma, reals tau)
The skew double exponential cumulative distribution function of y given location mu, scale sigma and skewness tau

real skew_double_exponential_lcdf(reals y | reals mu, reals sigma, reals tau)
The log of the skew double exponential cumulative distribution function of y given location mu, scale sigma and skewness tau

real skew_double_exponential_lccdf(reals y | reals mu, reals sigma, reals tau)
The log of the skew double exponential complementary cumulative distribution function of y given location mu, scale sigma and skewness tau

R skew_double_exponential_rng(reals mu, reals sigma, reals tau)
Generate a skew double exponential variate with location mu, scale sigma and skewness tau; may only be used in transformed data and generated quantities blocks. For a description of argument and return types, see section vectorized PRNG functions.