rlaplace {jmuOutlier}

Laplace (Double Exponential) Random Generation

Description

Laplace (double exponential) random generation with mean equal to mean and standard deviation equal to sd.

Usage

rlaplace(n, mean = 0, sd = 1)

Arguments

n

Number of observations. If length(n)>1, the length is taken to be the number required.

mean

Population mean.

sd

Population standard deviation.

Details

The Laplace distribution has density e^{-|x-\mu| \sqrt{2} / \sigma} / (\sigma \sqrt{2}), where \mu is the mean of the distribution and \sigma is the standard deviation.

Value

rlaplace generates random deviates.

Note

The formulas computed within rlaplace are based on the textbook by Higgins (2004).

Author(s)

Steven T. Garren, James Madison University, Harrisonburg, Virginia, USA

References

Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.

See Also

dlaplace, plaplace, and qlaplace.

Examples

# 20 random variates from a Laplace( 50, 10 ) distribution.

rlaplace( 20, 50, 10 )