Probabilities::LaplaceCDF Function

Overload List

#SignatureDescription
1double LaplaceCDF(double x, double m, double b);Laplace cumulative distribution function (CDF).
2void LaplaceCDF(TDenseMtxVec *X, double m, double b, TDenseMtxVec *Res);Laplace distribution CDF (vectorized).

Overload 1: double LaplaceCDF(double x, double m, double b);

Laplace cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleFunction domain, real value.
2mdoubleDistribution location parameter, real value.
3bdoubleDistribution scale parameter, real positive value.

Returns: the Laplace cumulative distribution function (CDF) for value x using the parameters m and b. For b <= 0 the result is NAN.

Remarks:

The result of LaplaceCDF is the probability that a single observation from a Laplace distribution with parameters m and b falls in the interval (-infinity, x]:

CDF(x| m,b)=1/2[1+sgn(x-m)(1-exp(-(|x-m|)/b))]

Domain: x any real value, m any real value, scale b > 0; the result rises monotonically from 0 to 1. For b <= 0 the result is NAN.

See Also: Probabilities::LaplacePDF, Probabilities::LaplaceCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void LaplaceCDF(TDenseMtxVec *X, double m, double b, TDenseMtxVec *Res);

Laplace distribution CDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, vector or matrix with real values.
2mdoubleDistribution location parameter, real value.
3bdoubleDistribution scale parameter, real positive value.
4ResTDenseMtxVec *After calculation stores the CDF calculated from X, m and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler