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)
- data LaplaceDistribution
- laplace :: Double -> Double -> LaplaceDistribution
- laplaceE :: Double -> Double -> Maybe LaplaceDistribution
- ldLocation :: LaplaceDistribution -> Double
- ldScale :: LaplaceDistribution -> Double
Documentation
data LaplaceDistribution #
Instances
Eq LaplaceDistribution # | |
Data LaplaceDistribution # | |
Read LaplaceDistribution # | |
Show LaplaceDistribution # | |
Generic LaplaceDistribution # | |
FromJSON LaplaceDistribution # | |
ToJSON LaplaceDistribution # | |
Binary LaplaceDistribution # | |
ContGen LaplaceDistribution # | |
Entropy LaplaceDistribution # | |
MaybeEntropy LaplaceDistribution # | |
Variance LaplaceDistribution # | |
MaybeVariance LaplaceDistribution # | |
Mean LaplaceDistribution # | |
MaybeMean LaplaceDistribution # | |
ContDistr LaplaceDistribution # | |
Distribution LaplaceDistribution # | |
FromSample LaplaceDistribution Double # | Create Laplace distribution from sample. No tests are made to check whether it truly is Laplace. Location of distribution estimated as median of sample. |
type Rep LaplaceDistribution # | |
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 #
Location.
ldScale :: LaplaceDistribution -> Double #
Scale.