udlaplace | R Documentation |
Create UNU.RAN object for a Laplace (double exponential) distribution
with location parameter location
and scale
parameter scale
.
[Distribution] – Laplace (double exponential).
udlaplace(location=0, scale=1, lb = -Inf, ub = Inf)
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Laplace distribution with location l and scale s has density
f(x) = exp( -|x-l|/s )
for all x.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 24, p. 164.
unuran.cont
.
## Create distribution object for standard Laplace distribution distr <- udlaplace() ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.