% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/generate_asymmetric_laplace.R
\name{generate_asymmetric_laplace}
\alias{generate_asymmetric_laplace}
\title{Generate Multivariate Asymmetric Laplace Random Vectors}
\usage{
generate_asymmetric_laplace(n, p, alpha, Sigma)
}
\arguments{
\item{n}{Number of observations (rows) to generate.}

\item{p}{Dimension of each observation (columns).}

\item{alpha}{A numeric vector of length \code{p} giving the asymmetry (shift) parameters for each coordinate. Can be a scalar if \code{p = 1}.}

\item{Sigma}{A \eqn{p \times p} positive definite covariance matrix for the Gaussian component \eqn{Z}.}
}
\value{
An \code{n x p} matrix where each row is a draw from the multivariate asymmetric Laplace distribution with shift vector \code{alpha} and scale matrix \code{Sigma}.
}
\description{
Generates a matrix of independent draws from a multivariate asymmetric Laplace distribution. Each row is \eqn{\epsilon = \alpha W + Z\sqrt{W}}, where \eqn{W \sim \text{Exp}(1)} independent of \eqn{Z \sim N_p(0, \Sigma)}. The parameter \eqn{\alpha} controls the asymmetry (skewness) in each coordinate.
}
\examples{
set.seed(123)
p <- 3
alpha <- c(0.5, -0.3, 0.2)
Sigma <- diag(p)
X <- generate_asymmetric_laplace(100, p, alpha, Sigma)
pairs(X)
}
