[R] shape parameter in Lindsay's gnlr

Ruben Merz ruben.merz at epfl.ch
Wed Jan 5 19:55:00 CET 2005


Dear all

I'm using Jim Lindsay's glnr	to perform some maximum likelihood fitting. 
What I would like to know is to what does the shape parameter returned 
correspond to when using the Laplace distribution and the Cauchy 
distribution?

In particular, given a Laplace distrib

1/(2*s) exp(abs(x-mu)/s)

How to relate the shape parameter with s...?

Thanks a lot in advance for any help
Best regards

Ruben




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