rlaplace: 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.
Value
rlaplace generates random deviates.
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.
References
Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.