Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void LaplaceCDFInv(TDenseMtxVec P, Double m, Double b, TDenseMtxVec Res) | Laplace distribution PPF (vectorized). |
| 2 | Double LaplaceCDFInv(Double p, Double m, Double b) | Laplace distribution point percent function (PPF). |
Overload 1: void LaplaceCDFInv(TDenseMtxVec P, Double m, Double b, TDenseMtxVec Res)
Laplace distribution PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | m | Distribution location parameter, real value. |
| 3 | b | Distribution scale parameter, real positive value. |
| 4 | Res | After calculation stores the PPF calculated from P, m and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P. |
Result: stored in self (calling object)
Overload 2: Double LaplaceCDFInv(Double p, Double m, Double b)
Laplace distribution point percent function (PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on closed interval [0,1]. |
| 2 | m | Distribution location parameter, real value. |
| 3 | b | Distribution scale parameter, real positive value. |
Returns: Double - the Laplace distribution point percent function (PPF) for probability p using the parameters m and b. For p outside [0,1] or b <= 0 the result is NAN.
Remarks:
The inverse Laplace cumulative distribution function (quantile) is
CDF^(-1)(p| m,b)={ m+b ln(2p), if amp; 0 <= p <= 1/2
{ m-b ln(2-2p), if amp; 1/2
Domain: probability p in [0,1], m any real value, scale b > 0. At p = 1/2 the result equals m. For p < 0, p > 1, or b <= 0 the result is NAN.
See Also: Probabilities.LaplacePDF, Probabilities.LaplaceCDF