laplace_to_mix: Generate an object of class 'normalmix' that is an...

Description Usage Arguments Author(s)

Description

This is based on the representation of the Laplace distribution as an exponential scale mixtures of normals.

Usage

1
laplace_to_mix(mu, sig, gridsize = 20, eps = 10^-6)

Arguments

mu

The location of the Laplace distribution.

sig

The scale parameter of the Laplace distribution.

gridsize

The number of mixture components to use. The larger the more accurate the approximation, but the higher the computational load — especially if you intend to use this for stramash.workhorse.

eps

A positive numeric. The tolerance from 0 and 1 for the grid in the probability space.

Author(s)

David Gerard


dcgerard/stramash documentation built on May 15, 2019, 1:24 a.m.