Statistics.LaplaceFit Function

Calculate parameters for Laplace distributed values.

Pascal

procedure LaplaceFit(const X: TVec; out mu: double; out b: double); overload;

File

Statistics

Parameters

Parameters	Description
X	Stores data which is assumed to be Laplace distributed.
mu	Return Laplace distribution parameter estimator M.
b	Return Laplace distribution parameter estimator b.

See Also

RandomLaplace

Example

The following example generates 100 random Laplace distributed values and then uses LaplaceFit routine to extract used Mu and b parameters:

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;

#include "StatRandom.hpp"
#include "MtxExpr.hpp"
#include "Statistics.hpp"
void __fastcall Example();
{
  sVector Data;
  Data.Size(100,false);
  RandomLaplace(3,0.2,Data);
  double mu, b;
  LaplaceFit(Data,mu,b);
  // mu approx 3.0
  // b approx 0.2
}

Statistics, Functions, Example, See Also

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