-
Notifications
You must be signed in to change notification settings - Fork 9
randl
Generates a matrix with Laplace distributed random values. In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distribution, because it can be thought of as two exponential distributions (with an additional location parameter) spliced together back-to-back, but the term double exponential distribution is also sometimes used to refer to the Gumbel distribution. The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution, as is a Brownian motion evaluated at an exponentially distributed random time. Increments of Laplace motion or a variance gamma process evaluated over the time scale also have a Laplace distribution.
Generates one Laplace distributed random value with mu set to 0 and b set to 1.
Returns 1. entry
Scalar
randl()
Outputs a scalar that has been generated with respect to the distribution.
Generates a n-by-n matrix with Laplace distributed random values with mu set to 0 and b set to 1.
Argument dim
Scalar
Returns 1. entry
Matrix
randl(3)
Gives a 3x3 matrix with Laplace dist. rand. values.
Generates a m-by-n matrix with Laplace distributed random values with mu set to 0 and b set to 1.
Argument rows
Scalar
Argument cols
Scalar
Returns 1. entry
Matrix
randl(3, 1)
Gives a 3x1 matrix with Laplace dist. rand. values.
Generates a m-by-n matrix with Laplace distributed random values with a custom mu (mean) and b (variance) parameter.
Argument rows
Scalar
Argument cols
Scalar
Argument mu
Scalar
Argument b
Scalar
Returns 1. entry
Matrix
randl(3, 1, 10, 2.5)
Gives a 3x1 matrix with Laplace dist. rand. values around 10 with the mean mu set to 10 and variance parameter b set to 2.5. The variance scales with b^2, such that the standard deviation scales with b.