rlaplace_truncated: Generates laplace variables truncated to a finite union of...

In genscore: Generalized Score Matching Estimators

Generates laplace variables truncated to a finite union of intervals.

Description

Generates laplace variables truncated to a finite union of intervals.

Usage

rlaplace_truncated(n, lefts, rights, m = 0, s = 1)

Arguments

n	An integer, the number of samples to return.
lefts	A vector of numbers, must have the same length as rights. A non-empty vector of numbers (may contain -Inf), the left endpoints of a domain defined as a union of intervals. It is required that lefts[i] <= rights[i] <= lefts[j] for any i < j.
rights	A vector of numbers, must have the same length as lefts. A non-empty vector of numbers (may contain Inf), the right endpoints of a domain defined as a union of intervals. It is required that lefts[i] <= rights[i] <= lefts[j] for any i < j.
m	A number, the location parameter of the laplace distribution.
s	A number, the scale/dispersion parameter of the laplace distribution.

Details

Returns n random variables from the truncated laplace distribution with density proportional to \exp(-|x-m|/s) truncated to the domain defined by the union of [lefts[i], rights[i]].

Value

n random variables from the truncated laplace distribution.

Examples

hist(rlaplace_truncated(1e4, -Inf, Inf), breaks=200)
hist(rlaplace_truncated(1e4, c(0, 5), c(2, Inf), m=2, s=3), breaks=200)
hist(rlaplace_truncated(1e4, c(-Inf, 0, 3), c(-3, 1, 12), m=8, s=4), breaks=200)
hist(rlaplace_truncated(1e4, c(-5, 0), c(-2, 2), s=0.8), breaks=200)
hist(rlaplace_truncated(1e4, c(-10, 1), c(-7, 10), m=-4), breaks=200)
hist(rlaplace_truncated(1e4, c(-Inf, 100), c(-100, Inf), m=100), breaks=200)
hist(rlaplace_truncated(1e4, c(-Inf, 100), c(-100, Inf), m=-100), breaks=200)
hist(rlaplace_truncated(1e4, c(-100, -90), c(-95, -85), s=2), breaks=200)

genscore documentation built on May 31, 2023, 6:28 p.m.