simLaplace: Simulate series with the Laplace distribution

Description Usage Arguments Details Value Author(s)

Description

A Laplace (double exponential) series with mean zero and variance 1 is simulated.

Usage

1

Arguments

n

Length of series.

Details

The model equation is:

e=(-1)^(u1≥0.5) * ln(u2) / sqrt(2)

where u1 and u2 are independent uniform (0,1) random variables.

Value

vector of length n, simulated harmonic series.

Author(s)

Yuanhao Lai


ptest documentation built on May 2, 2019, 5:58 a.m.