Double-Exponential: The Double Exponential (Laplace) Distribution

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The Double Exponential (Laplace) Distribution

Description

Density, distribution function, quantile function and random generation for the double exponential distribution, allowing non-zero location, mu, and non-unit scale, sigma, or non-unit rate, tau

Usage

ddexp(x, location = 0, scale = 1, rate = 1/scale, log = FALSE)

rdexp(n, location = 0, scale = 1, rate = 1/scale)

pdexp(
  q,
  location = 0,
  scale = 1,
  rate = 1/scale,
  lower.tail = TRUE,
  log.p = FALSE
)

qdexp(
  p,
  location = 0,
  scale = 1,
  rate = 1/scale,
  lower.tail = TRUE,
  log.p = FALSE
)

Arguments

x	vector of values.
location	vector of location values.
scale	vector of scale values.
rate	vector of inverse scale values.
log	logical; if TRUE, probability density is returned on the log scale.
n	number of observations.
q	vector of quantiles.
lower.tail	logical; if TRUE (default) probabilities are P[X \le x]; otherwise, P[X > x].
log.p	logical; if TRUE, probabilities p are given by user as log(p).
p	vector of probabilities.

Details

See Gelman et al., Appendix A or the BUGS manual for mathematical details.

Value

ddexp gives the density, pdexp gives the distribution function, qdexp gives the quantile function, and rdexp generates random deviates.

Author(s)

Christopher Paciorek

References

Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.B. (2004) Bayesian Data Analysis, 2nd ed. Chapman and Hall/CRC.

See Also

Distributions for other standard distributions

Examples

x <- rdexp(50, location = 2, scale = 1)
ddexp(x, 2, 1)

nimble documentation built on June 22, 2024, 9:49 a.m.