Probabilities.LaplaceCDF Method

Overload List

#SignatureDescription
1procedure LaplaceCDF(const X: TDenseMtxVec; m: Double; b: Double; const Res: TDenseMtxVec);Laplace distribution CDF (vectorized).
2function LaplaceCDF(x: Double; m: Double; b: Double): Double;Laplace cumulative distribution function (CDF).

Overload 1: procedure LaplaceCDF(const X: TDenseMtxVec; m: Double; b: Double; const Res: TDenseMtxVec);

Laplace distribution CDF (vectorized).

#NameDescription
1XDefines distribution domain, vector or matrix with real values.
2mDistribution location parameter, real value.
3bDistribution scale parameter, real positive value.
4ResAfter 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.

Result: stored in self (calling object)

Overload 2: function LaplaceCDF(x: Double; m: Double; b: Double): Double;

Laplace cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value.
2mDistribution location parameter, real value.
3bDistribution scale parameter, real positive value.

Returns: Double - 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