Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double LaplaceCDFInv(double p, double m, double b); | Laplace distribution point percent function (PPF). |
| 2 | void LaplaceCDFInv(TDenseMtxVec *P, double m, double b, TDenseMtxVec *Res); | Laplace distribution PPF (vectorized). |
Overload 1: double LaplaceCDFInv(double p, double m, double b);
Laplace distribution point percent function (PPF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on closed interval [0,1]. |
| 2 | m | double | Distribution location parameter, real value. |
| 3 | b | double | Distribution scale parameter, real positive value. |
Returns: 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.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void LaplaceCDFInv(TDenseMtxVec *P, double m, double b, TDenseMtxVec *Res);
Laplace distribution PPF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | P | TDenseMtxVec * | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | m | double | Distribution location parameter, real value. |
| 3 | b | double | Distribution scale parameter, real positive value. |
| 4 | Res | TDenseMtxVec * | 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. |
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler