statistics-0.13.3.0: A library of statistical types, data, and functions

Copyright(c) 2015 Mihai Maruseac
LicenseBSD3
Maintainermihai.maruseac@maruseac.com
Stabilityexperimental
Portabilityportable
Safe HaskellNone
LanguageHaskell98

Statistics.Distribution.Laplace

Contents

Description

The Laplace distribution. This is the continuous probability defined as the difference of two iid exponential random variables or a Brownian motion evaluated as exponentially distributed times. It is used in differential privacy (Laplace Method), speech recognition and least absolute deviations method (Laplace's first law of errors, giving a robust regression method)

Synopsis

Documentation

Constructors

laplace

Arguments

:: Double

Location

-> Double

Scale

-> LaplaceDistribution 

Create an Laplace distribution.

laplaceFromSample :: Sample -> LaplaceDistribution

Create Laplace distribution from sample. No tests are made to check whether it truly is Laplace. Location of distribution estimated as median of sample.

Accessors