Runuran (version 0.40)

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)

Value

An object of class "unuran.cont".

Arguments

location

location parameter.

scale

(strictly positive) scale parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann .

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)