Class LaplaceDistribution

• java.lang.Object
• elki.math.statistics.distribution.LaplaceDistribution
• All Implemented Interfaces:
Distribution

@Alias("DoubleExponentialDistribution")
public class LaplaceDistribution
extends java.lang.Object
implements Distribution
Laplace distribution also known as double exponential distribution
Since:
0.6.0
Author:
Erich Schubert
• Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  LaplaceDistribution.Par
Parameterization class
• Nested classes/interfaces inherited from interface elki.math.statistics.distribution.Distribution

Distribution.Parameterizer
• Field Summary

Fields
Modifier and Type Field Description
(package private) double location
Location parameter.
(package private) double rate
Rate, inverse of mean
• Constructor Summary

Constructors
Constructor Description
LaplaceDistribution​(double rate)
Constructor.
LaplaceDistribution​(double rate, double location)
Constructor.
• Method Summary

All Methods
Modifier and Type Method Description
double cdf​(double val)
Return the cumulative density function at the given value.
static double cdf​(double val, double rate)
Cumulative density, static version
double getLocation()
Get the location parameter.
double getRate()
Get the rate parameter.
double logpdf​(double val)
Return the log density of an existing value
static double logpdf​(double val, double rate)
PDF, static version
double nextRandom​(java.util.Random random)
This method currently uses the naive approach of returning -log(uniform).
double pdf​(double val)
Return the density of an existing value
static double pdf​(double val, double rate)
PDF, static version
double quantile​(double val)
Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double quantile​(double val, double rate, double location)
Quantile function, static version
java.lang.String toString()
Describe the distribution
• Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
• Field Detail

• rate

double rate
Rate, inverse of mean
• location

double location
Location parameter.
• Constructor Detail

• LaplaceDistribution

public LaplaceDistribution​(double rate)
Constructor.
Parameters:
rate - Rate parameter (1/scale)
• LaplaceDistribution

public LaplaceDistribution​(double rate,
double location)
Constructor.
Parameters:
rate - Rate parameter (1/scale)
location - Location parameter
• Method Detail

• getRate

public double getRate()
Get the rate parameter.
Returns:
Rate parameter
• getLocation

public double getLocation()
Get the location parameter.
Returns:
Location
• pdf

public double pdf​(double val)
Description copied from interface: Distribution
Return the density of an existing value
Specified by:
pdf in interface Distribution
Parameters:
val - existing value
Returns:
distribution density
• pdf

public static double pdf​(double val,
double rate)
PDF, static version
Parameters:
val - Value to compute PDF at
rate - Rate parameter (1/scale)
Returns:
probability density
• logpdf

public double logpdf​(double val)
Description copied from interface: Distribution
Return the log density of an existing value
Specified by:
logpdf in interface Distribution
Parameters:
val - existing value
Returns:
log distribution density
• logpdf

public static double logpdf​(double val,
double rate)
PDF, static version
Parameters:
val - Value to compute PDF at
rate - Rate parameter (1/scale)
Returns:
probability density
• cdf

public double cdf​(double val)
Description copied from interface: Distribution
Return the cumulative density function at the given value.
Specified by:
cdf in interface Distribution
Parameters:
val - existing value
Returns:
cumulative density
• cdf

public static double cdf​(double val,
double rate)
Cumulative density, static version
Parameters:
val - Value to compute CDF at
rate - Rate parameter (1/scale)
Returns:
cumulative density
• quantile

public double quantile​(double val)
Description copied from interface: Distribution
Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
Specified by:
quantile in interface Distribution
Parameters:
val - Quantile to find
Returns:
Quantile position
• quantile

public static double quantile​(double val,
double rate,
double location)
Quantile function, static version
Parameters:
val - Value to compute quantile for
rate - Rate parameter
location - Location parameter
Returns:
Quantile
• nextRandom

public double nextRandom​(java.util.Random random)
This method currently uses the naive approach of returning -log(uniform).
Specified by:
nextRandom in interface Distribution
Parameters:
random - Random number generator
Returns:
new random value
• toString

public java.lang.String toString()
Description copied from interface: Distribution
Describe the distribution
Specified by:
toString in interface Distribution
Overrides:
toString in class java.lang.Object
Returns:
description