Runuran (version 0.21.0)

udlaplace: 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.

Value

• An object of class "unuran.cont".

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).

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

unuran.cont.

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)