Laplace: The Laplace Distribution

In marco-geraci/nlmm: Generalized Laplace Mixed-Effects Models

The Laplace Distribution

Description

Density and random generation for the (symmetric) Laplace distribution.

Usage

dl(x, mu = 0, sigma = 1, log = FALSE)
rl(n, mu = 0, sigma = 1)

Arguments

x	vector of quantiles.
n	number of observations.
mu	location parameter.
sigma	positive scale parameter.
log	logical; if TRUE, probabilities are log–transformed.

Details

The Laplace distribution has density

f(x) = \frac{1}{\sqrt{2}\sigma}e^{-\frac{sqrt(2)}{\sigma} |x - \mu|}

where \mu is the location parameter and \sigma is the scale parameter.

Value

dl gives the density and rl generates random deviates.

Author(s)

Marco Geraci

References

Kotz, S., Kozubowski, T., and Podgorski, K. (2001). The Laplace distribution and generalizations. Boston, MA: Birkhauser.

See Also

MultivariateLaplace, GenLaplace

marco-geraci/nlmm documentation built on Sept. 12, 2023, 2:25 a.m.