procedure RandomLaplace(const Dst: TMtxVec; const a: Double; const beta: Double);
Generates an array of samples distributed by Laplace distribution.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Dst | TMtxVec | |
| 2 | a | Double | |
| 3 | beta | Double |
Result: stored in self (calling object)
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)