Laplace: Laplace distribution

In extraDistr: Additional Univariate and Multivariate Distributions

Laplace distribution

Description

Density, distribution function, quantile function and random generation for the Laplace distribution.

Usage

dlaplace(x, mu = 0, sigma = 1, log = FALSE)

plaplace(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

qlaplace(p, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

rlaplace(n, mu = 0, sigma = 1)

Arguments

x, q	vector of quantiles.
mu, sigma	location and scale parameters. Scale must be positive.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.

Details

Probability density function

f(x) = \frac{1}{2\sigma} \exp\left(-\left|\frac{x-\mu}{\sigma}\right|\right)

Cumulative distribution function

F(x) = \left\{\begin{array}{ll} \frac{1}{2} \exp\left(\frac{x-\mu}{\sigma}\right) & x < \mu \\ 1 - \frac{1}{2} \exp\left(\frac{x-\mu}{\sigma}\right) & x \geq \mu \end{array}\right.

Quantile function

F^{-1}(p) = \left\{\begin{array}{ll} \mu + \sigma \log(2p) & p < 0.5 \\ \mu - \sigma \log(2(1-p)) & p \geq 0.5 \end{array}\right.

References

Krishnamoorthy, K. (2006). Handbook of Statistical Distributions with Applications. Chapman & Hall/CRC

Forbes, C., Evans, M. Hastings, N., & Peacock, B. (2011). Statistical Distributions. John Wiley & Sons.

Examples

x <- rlaplace(1e5, 5, 16)
hist(x, 100, freq = FALSE)
curve(dlaplace(x, 5, 16), -200, 200, n = 500, col = "red", add = TRUE)
hist(plaplace(x, 5, 16))
plot(ecdf(x))
curve(plaplace(x, 5, 16), -200, 200, n = 500, col = "red", lwd = 2, add = TRUE)

extraDistr documentation built on May 29, 2024, 9:31 a.m.