procedure LaplaceFit(const X: TVec; out mu: Double; out b: Double);
Calculate parameters for Laplace distributed values.
| # | Name | Description |
|---|---|---|
| 1 | X | Stores data which is assumed to be Laplace distributed. |
| 2 | mu | Return Laplace distribution parameter estimator M. |
| 3 | b | Return Laplace distribution parameter estimator b. |
Result: stored in self (calling object)
Examples
Uses StatRandom, Statistics, MtxExpr;
procecure Example;
var Data :Vector;
mu,b: double;
begin
Data.Size(100);
RandomLaplace(3,0.2,Data);
LaplaceFit(Data,mu,b);
// mu approx 3.0
// b approx 0.2
end;See Also: StatRandom.RandomLaplace