udlaplace {Runuran} | R Documentation |
UNU.RAN object for Laplace distribution
Description
Create UNU.RAN object for a Laplace (double exponential) distribution
with location parameter location
and scale
parameter scale
.
[Distribution] – Laplace (double exponential).
Usage
udlaplace(location=0, scale=1, lb = -Inf, ub = Inf)
Arguments
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
Details
The Laplace distribution with location l
and scale s
has
density
f(x) = \exp( -\frac{|x-l|}{s} )
for all x
.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
Value
An object of class "unuran.cont"
.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 24, p. 164.
See Also
Examples
## Create distribution object for standard Laplace distribution
distr <- udlaplace()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)