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 et.al. (2017) useful for quantile regression.


Reference manual

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install.packages("ald")

1.3.1 by Christian E. Galarza, 6 years ago


Browse source code at https://github.com/cran/ald


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


Documentation:   PDF Manual  


GPL (>= 2) license



Imported by ClusPred, chopper, copulaSQM, qrLMM, qrNLMM, xpect.

Suggested by fitteR, lqr.


See at CRAN