| Copyright | (c) 2015 Mihai Maruseac |
|---|---|
| License | BSD3 |
| Maintainer | mihai.maruseac@maruseac.com |
| Stability | experimental |
| Portability | portable |
| Safe Haskell | None |
| Language | Haskell98 |
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
- data LaplaceDistribution
- laplace :: Double -> Double -> LaplaceDistribution
- laplaceE :: Double -> Double -> Maybe LaplaceDistribution
- ldLocation :: LaplaceDistribution -> Double
- ldScale :: LaplaceDistribution -> Double
Documentation
data LaplaceDistribution Source #
Instances
Constructors
Arguments
| :: Double | Location |
| -> Double | Scale |
| -> LaplaceDistribution |
Create an Laplace distribution.
Arguments
| :: Double | Location |
| -> Double | Scale |
| -> Maybe LaplaceDistribution |
Create an Laplace distribution.
Accessors
ldLocation :: LaplaceDistribution -> Double Source #
Location.
ldScale :: LaplaceDistribution -> Double Source #
Scale.