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<div class="titlepage"><div><div><h5 class="title">
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist"></a><a class="link" href="laplace_dist.html" title="Laplace Distribution"> Laplace
Distribution</a>
</h5></div></div></div>
<p>
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">laplace</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span></pre>
<p>
</p>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
<span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Policies">Policy</a> <span class="special">=</span> <a class="link" href="../../../policy/pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
<span class="keyword">class</span> <span class="identifier">laplace_distribution</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">laplace_distribution</span><span class="special"><></span> <span class="identifier">laplace</span><span class="special">;</span>
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Policies">Policy</a><span class="special">></span>
<span class="keyword">class</span> <span class="identifier">laplace_distribution</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<span class="keyword">typedef</span> <span class="identifier">RealType</span> <span class="identifier">value_type</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">Policy</span> <span class="identifier">policy_type</span><span class="special">;</span>
<span class="comment">// Construct:
</span> <span class="identifier">laplace_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">location</span> <span class="special">=</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
<span class="comment">// Accessors:
</span> <span class="identifier">RealType</span> <span class="identifier">location</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
<span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="special">}}</span> <span class="comment">// namespaces
</span></pre>
<p>
Laplace distribution is the distribution of differences between two independent
variates with identical exponential distributions (Abramowitz and Stegun
1972, p. 930). It is also called the double exponential distribution.
</p>
<p>
For location parameter μ and scale parameter σ it is defined by the probability
density function:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../../equations/laplace_pdf.png"></span>
</p>
<p>
The location and scale parameters are equivalent to the mean and standard
deviation of the normal or Gaussian distribution.
</p>
<p>
The following graph illustrates the effect of the parameters μ and σ on the
PDF. Note that the range of the random variable remains [-∞,+∞] irrespective
of the value of the location parameter:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../../graphs/laplace_pdf.png" align="middle"></span>
</p>
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist.member_functions"></a><h5>
<a name="id1037744"></a>
<a class="link" href="laplace_dist.html#math_toolkit.dist.dist_ref.dists.laplace_dist.member_functions">Member
Functions</a>
</h5>
<pre class="programlisting"><span class="identifier">laplace_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">location</span> <span class="special">=</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">RealType</span> <span class="identifier">scale</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
</pre>
<p>
Constructs a laplace distribution with location <span class="emphasis"><em>location</em></span>
and scale <span class="emphasis"><em>scale</em></span>.
</p>
<p>
The location parameter is the same as the mean of the random variate.
</p>
<p>
The scale parameter is proportional to the standard deviation of the
random variate.
</p>
<p>
Requires that the scale parameter is greater than zero, otherwise calls
<a class="link" href="../../../main_overview/error_handling.html#domain_error">domain_error</a>.
</p>
<pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">location</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
</pre>
<p>
Returns the <span class="emphasis"><em>location</em></span> parameter of this distribution.
</p>
<pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">scale</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
</pre>
<p>
Returns the <span class="emphasis"><em>scale</em></span> parameter of this distribution.
</p>
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist.non_member_accessors"></a><h5>
<a name="id1037906"></a>
<a class="link" href="laplace_dist.html#math_toolkit.dist.dist_ref.dists.laplace_dist.non_member_accessors">Non-member
Accessors</a>
</h5>
<p>
All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member
accessor functions</a> that are generic to all distributions are supported:
<a class="link" href="../nmp.html#math.dist.cdf">Cumulative Distribution Function</a>,
<a class="link" href="../nmp.html#math.dist.pdf">Probability Density Function</a>, <a class="link" href="../nmp.html#math.dist.quantile">Quantile</a>, <a class="link" href="../nmp.html#math.dist.hazard">Hazard
Function</a>, <a class="link" href="../nmp.html#math.dist.chf">Cumulative Hazard Function</a>,
<a class="link" href="../nmp.html#math.dist.mean">mean</a>, <a class="link" href="../nmp.html#math.dist.median">median</a>,
<a class="link" href="../nmp.html#math.dist.mode">mode</a>, <a class="link" href="../nmp.html#math.dist.variance">variance</a>,
<a class="link" href="../nmp.html#math.dist.sd">standard deviation</a>, <a class="link" href="../nmp.html#math.dist.skewness">skewness</a>,
<a class="link" href="../nmp.html#math.dist.kurtosis">kurtosis</a>, <a class="link" href="../nmp.html#math.dist.kurtosis_excess">kurtosis_excess</a>,
<a class="link" href="../nmp.html#math.dist.range">range</a> and <a class="link" href="../nmp.html#math.dist.support">support</a>.
</p>
<p>
The domain of the random variable is [-∞,+∞].
</p>
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist.accuracy"></a><h5>
<a name="id1038003"></a>
<a class="link" href="laplace_dist.html#math_toolkit.dist.dist_ref.dists.laplace_dist.accuracy">Accuracy</a>
</h5>
<p>
The laplace distribution is implemented in terms of the standard library
log and exp functions and as such should have very small errors.
</p>
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist.implementation"></a><h5>
<a name="id1038022"></a>
<a class="link" href="laplace_dist.html#math_toolkit.dist.dist_ref.dists.laplace_dist.implementation">Implementation</a>
</h5>
<p>
In the following table μ is the location parameter of the distribution,
σ is its scale parameter, <span class="emphasis"><em>x</em></span> is the random variate,
<span class="emphasis"><em>p</em></span> is the probability and its complement <span class="emphasis"><em>q
= 1-p</em></span>.
</p>
<div class="informaltable"><table class="table">
<colgroup>
<col>
<col>
</colgroup>
<thead><tr>
<th>
<p>
Function
</p>
</th>
<th>
<p>
Implementation Notes
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
pdf
</p>
</td>
<td>
<p>
Using the relation: pdf = e<sup>-abs(x-μ) / σ</sup> / (2 * σ)
</p>
</td>
</tr>
<tr>
<td>
<p>
cdf
</p>
</td>
<td>
<p>
Using the relations:
</p>
<p>
x < μ : p = e<sup>(x-μ)/σ </sup> / σ
</p>
<p>
x >= μ : p = 1 - e<sup>(μ-x)/σ </sup> / σ
</p>
</td>
</tr>
<tr>
<td>
<p>
cdf complement
</p>
</td>
<td>
<p>
Using the relation:
</p>
<p>
-x < μ : q = e<sup>(-x-μ)/σ </sup> / σ
</p>
<p>
-x >= μ : q = 1 - e<sup>(μ+x)/σ </sup> / σ
</p>
</td>
</tr>
<tr>
<td>
<p>
quantile
</p>
</td>
<td>
<p>
Using the relations:
</p>
<p>
p < 0.5 : x = μ + σ * log(2*p)
</p>
<p>
p >= 0.5 : x = μ - σ * log(2-2*p)
</p>
</td>
</tr>
<tr>
<td>
<p>
quantile from the complement
</p>
</td>
<td>
<p>
Using the relation:
</p>
<p>
q > 0.5: x = μ + σ*log(2-2*q)
</p>
<p>
q <=0.5: x = μ - σ*log( 2*q )
</p>
</td>
</tr>
<tr>
<td>
<p>
mean
</p>
</td>
<td>
<p>
μ
</p>
</td>
</tr>
<tr>
<td>
<p>
variance
</p>
</td>
<td>
<p>
2 * σ<sup>2</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
mode
</p>
</td>
<td>
<p>
μ
</p>
</td>
</tr>
<tr>
<td>
<p>
skewness
</p>
</td>
<td>
<p>
0
</p>
</td>
</tr>
<tr>
<td>
<p>
kurtosis
</p>
</td>
<td>
<p>
6
</p>
</td>
</tr>
<tr>
<td>
<p>
kurtosis excess
</p>
</td>
<td>
<p>
3
</p>
</td>
</tr>
</tbody>
</table></div>
<a name="math_toolkit.dist.dist_ref.dists.laplace_dist.references"></a><h5>
<a name="id1038344"></a>
<a class="link" href="laplace_dist.html#math_toolkit.dist.dist_ref.dists.laplace_dist.references">References</a>
</h5>
<div class="itemizedlist"><ul type="disc">
<li>
<a href="http://mathworld.wolfram.com/LaplaceDistribution.html" target="_top">Weisstein,
Eric W. "Laplace Distribution."</a> From MathWorld--A
Wolfram Web Resource.
</li>
<li>
<a href="http://en.wikipedia.org/wiki/Laplace_distribution" target="_top">Laplace
Distribution</a>
</li>
<li>
M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions,
1972, p. 930.
</li>
</ul></div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
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<td align="right"><div class="copyright-footer">Copyright © 2006 , 2007, 2008, 2009 John Maddock, Paul A. Bristow,
Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan Råde, Gautam Sewani
and Thijs van den Berg<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
</div></td>
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