KSLCore/ksl.utilities.distributions/Laplace

Laplace

class Laplace(var location: Double = 0.0, scale: Double = 1.0, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc, RVParametersTypeIfc, MomentsIfc(source)

Laplace(location, scale) distribution

Parameters

location

must be a real number

scale

must be greater than 0

name

an optional name/label

Constructors

Laplace

constructor(location: Double = 0.0, scale: Double = 1.0, name: String? = null)

Properties

kurtosis

open override val kurtosis: Double

location

var location: Double

mean

open override val mean: Double

scale

var scale: Double

skewness

open override val skewness: Double

variance

open override val variance: Double

Functions

cdf

open override fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

domain

open override fun domain(): Interval

instance

open override fun instance(): Laplace

invCDF

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

mean

open override fun mean(): Double

Returns the mean or expected value of a distribution

parameters

open override fun parameters(): DoubleArray

params0 = location params1 = scale

open override fun parameters(params: DoubleArray)

pdf

open override fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

randomVariable

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): LaplaceRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider

toString

open override fun toString(): String

variance

open override fun variance(): Double

Returns the variance of the distribution if defined