The Laplace distribution (flapl
) is described on https://en.wikipedia.org/wiki/Laplace_distribution. It is a special case of the two-piece exponential distribution (f2pexp
), which allows for different scale parameters to the left and right of location
.
The density function of a mixture of normal distributions (fmixnorm
) is given by the weighted sum over the mixture components, $$f(x) = \sum w_i/s_i \phi((x - m_i)/s_i),$$ where \(\phi\) is the pdf of the standard normal distribution.
For details on the two-piece normal distribution (f2pnorm
), see Box A of Wallis (2004, "An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties", National Institute Economic Review).