Probabilities.LaplacePDF Method

Overload List

#SignatureDescription
1procedure LaplacePDF(const X: TDenseMtxVec; m: Double; b: Double; const Res: TDenseMtxVec);Laplace distribution PDF (vectorized).
2function LaplacePDF(x: Double; m: Double; b: Double): Double;Laplace probability density function (PDF).

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

Laplace distribution PDF (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 PDF 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 LaplacePDF(x: Double; m: Double; b: Double): Double;

Laplace probability density function (PDF).

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

Returns: Double - the Laplace probability density function (PDF) for value x using the parameters m and b. For b <= 0 the result is NAN.

Remarks:

The Laplace (double-exponential) probability density function is

PDF(x| m,b)=1/2bexp(-(|x-m|)/b)

Domain: x any real value, location m any real value, scale b > 0. For b <= 0 the result is NAN.

See Also: Probabilities.LaplaceCDF, Probabilities.LaplaceCDFInv