distr6 (version 1.3.6)

Laplace: Laplace Distribution Class

Description

Mathematical and statistical functions for the Laplace distribution, which is commonly used in signal processing and finance.

Value

Returns an R6 object inheriting from class SDistribution.

Constructor

Laplace$new(mean = 0, scale = 1, var = NULL, decorators = NULL, verbose = FALSE)

Constructor Arguments

Argument	Type	Details
mean	numeric	location parameter.
scale	numeric	scale parameter.
var	numeric	alternate scale parameter.

decorators Decorator decorators to add functionality. See details.

Constructor Details

The Laplace distribution is parameterised with mean as a numeric and either scale or var as positive numerics. These are related via, $$var = 2 * scale^2$$ If var is given then scale is ignored.

Public Variables

Variable	Return
name	Name of distribution.
short_name	Id of distribution.
description	Brief description of distribution.

Public Methods

Accessor Methods	Link
decorators	decorators
traits	traits
valueSupport	valueSupport
variateForm	variateForm
type	type
properties	properties
support	support
symmetry	symmetry
sup	sup
inf	inf
dmax	dmax
dmin	dmin
skewnessType	skewnessType
kurtosisType	kurtosisType

Statistical Methods Link pdf(x1, ..., log = FALSE, simplify = TRUE) pdf cdf(x1, ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE) cdf quantile(p, ..., lower.tail = TRUE, log.p = FALSE, simplify = TRUE) quantile.Distribution rand(n, simplify = TRUE) rand mean() mean.Distribution variance() variance stdev() stdev prec() prec cor() cor skewness() skewness kurtosis(excess = TRUE) kurtosis entropy(base = 2) entropy mgf(t) mgf cf(t) cf pgf(z) pgf median() median.Distribution iqr() iqr mode(which = "all") mode

Parameter Methods Link parameters(id) parameters getParameterValue(id, error = "warn") getParameterValue setParameterValue(..., lst = NULL, error = "warn") setParameterValue

Validation Methods Link liesInSupport(x, all = TRUE, bound = FALSE) liesInSupport liesInType(x, all = TRUE, bound = FALSE) liesInType

Representation Methods Link strprint(n = 2) strprint print(n = 2) print summary(full = T) summary.Distribution

Details

The Laplace distribution parameterised with mean, \(\mu\), and scale, \(\beta\), is defined by the pdf, $$f(x) = exp(-|x-\mu|/\beta)/(2\beta)$$ for \(\mu \epsilon R\) and \(\beta > 0\).

The distribution is supported on the Reals.

References

McLaughlin, M. P. (2001). A compendium of common probability distributions (pp. 2014-01). Michael P. McLaughlin.

See Also

listDistributions for all available distributions.

Examples

# NOT RUN {
Laplace$new(scale = 2)
Laplace$new(var = 4)

x = Laplace$new(verbose = TRUE) # Default is mean = 0, scale = 1

# Update parameters
# When any parameter is updated, all others are too!
x$setParameterValue(var = 2)
x$parameters()

# d/p/q/r
x$pdf(5)
x$cdf(5)
x$quantile(0.42)
x$rand(4)

# Statistics
x$mean()
x$variance()

summary(x)

# }