Namespaces

Types in MathNet.Numerics.Distributions

Type Laplace

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Continuous Univariate Laplace distribution. The Laplace distribution is a distribution over the real numbers parameterized by a mean and scale parameter. The PDF is: p(x) = \frac{1}{2 * scale} \exp{- |x - mean| / scale}..

Constructors

Static Functions

Methods

Properties

Public Constructors

Laplace(double location, double scale, Random randomSource)

Initializes a new instance of the Laplace class.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Random randomSource

The random number generator which is used to draw random samples.

Laplace()

Initializes a new instance of the Laplace class (location = 0, scale = 1).

Laplace(double location, double scale)

Initializes a new instance of the Laplace class.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Public Static Functions

double CDF(double location, double scale, double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

bool IsValidParameterSet(double location, double scale)

Tests whether the provided values are valid parameters for this distribution.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

double PDF(double location, double scale, double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double location, double scale, double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

double x

The location at which to compute the density.

Return
double

the log density at x.

double Sample(double location, double scale)

Generates a sample from the distribution.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
double

a sample from the distribution.

double Sample(Random rnd, double location, double scale)

Generates a sample from the distribution.
Parameters
Random rnd

The random number generator to use.

double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
double

a sample from the distribution.

IEnumerable<double> Samples(double location, double scale)

Generates a sequence of samples from the distribution.
Parameters
double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values, double location, double scale)

Fills an array with samples generated from the distribution.
Parameters
Double[] values

The array to fill with the samples.

double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
void

a sequence of samples from the distribution.

IEnumerable<double> Samples(Random rnd, double location, double scale)

Generates a sequence of samples from the distribution.
Parameters
Random rnd

The random number generator to use.

double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Random rnd, Double[] values, double location, double scale)

Fills an array with samples generated from the distribution.
Parameters
Random rnd

The random number generator to use.

Double[] values

The array to fill with the samples.

double location

The location (μ) of the distribution.

double scale

The scale (b) of the distribution. Range: b > 0.

Return
void

a sequence of samples from the distribution.

Public Methods

double CumulativeDistribution(double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double Density(double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double x

The location at which to compute the density.

Return
double

the density at x.

double DensityLn(double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double x

The location at which to compute the log density.

Return
double

the log density at x.

bool Equals(object obj)

int GetHashCode()

Type GetType()

double Sample()

Samples a Laplace distributed random variable.
Return
double

a sample from the distribution.

IEnumerable<double> Samples()

Generates a sample from the Laplace distribution.
Return
IEnumerable<double>

a sample from the distribution.

void Samples(Double[] values)

Fills an array with samples generated from the distribution.

string ToString()

A string representation of the distribution.
Return
string

a string representation of the distribution.

Public Properties

double Entropy get;

Gets the entropy of the distribution.

double Location get;

Gets the location (μ) of the Laplace distribution.

double Maximum get;

Gets the maximum of the distribution.

double Mean get;

Gets the mean of the distribution.

double Median get;

Gets the median of the distribution.

double Minimum get;

Gets the minimum of the distribution.

double Mode get;

Gets the mode of the distribution.

Random RandomSource get; set;

Gets or sets the random number generator which is used to draw random samples.

double Scale get;

Gets the scale (b) of the Laplace distribution. Range: b > 0.

double Skewness get;

Gets the skewness of the distribution.

double StdDev get;

Gets the standard deviation of the distribution.

double Variance get;

Gets the variance of the distribution.