17.10 Skew double exponential distribution
17.10.1 Probability density function
If \(\mu \in \mathbb{R}\), \(\sigma \in \mathbb{R}^+\) and \(\tau \in [0, 1]\), then for \(y \in \mathbb{R}\), \[\begin{aligned} & \text{SkewDoubleExponential} (y|\mu,\sigma, \tau) = \\ & \qquad \qquad \frac{2 \tau (1 - \tau) }{\sigma} \exp \left[ - \frac{2}{\sigma} \left[ \left(1 - \tau \right) I(y < \mu) (\mu - y) + \tau I(y > \mu)(y-\mu) \right] \right] \end{aligned}\]
17.10.2 Sampling statement
y ~ skew_double_exponential(mu, sigma, tau)
Increment target log probability density with skew_double_exponential(y | mu, sigma, tau)
Available since 2.28
17.10.3 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
Available since 2.28
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
Available since 2.28
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
Available since 2.28
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
Available since 2.28
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
Available since 2.28
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.
Available since 2.28