Description Usage Arguments Author(s)
This is based on the representation of the Laplace distribution as an exponential scale mixtures of normals.
1 | laplace_to_mix(mu, sig, gridsize = 20, eps = 10^-6)
|
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
|
eps |
A positive numeric. The tolerance from 0 and 1 for the grid in the probability space. |
David Gerard
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