[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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