TRngStream::RandomLaplace Method

void RandomLaplace(TMtxVec *Dst, const double a, const double beta);

Generates an array of samples distributed by Laplace distribution.

#NameTypeDescription
1DstTMtxVec *
2aconst double
3betaconst double
Remarks:

Returns random numbers distributed according to the Laplace probability density function (PDF). The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:

f(x) = 1/2betaexp(-(| x-a |)/beta)

Declared in Dew::Math::TRngStream · Dew.Math/RndGenerators.h · Cross-compiler