Generating random numbers from the Laplace distribution
I have been trying to generate random numbers from the double exponential(Laplace) distribution. I am at a point I can write the code anymore. Any help would be appreciated. The code below is what I have written.
rlaplace = function(u,a,b){
u = c(runif(ns))
for(i in 1:ns){
if(u[i] <= 0.5){
X = a+b*log(2*u)
} else{
X = a-b*log(2*(1-u))
}
}
X
}
z1 = rlaplace(u,a,b)
From the Probability distributions CRAN Task View, there are several packages that already implement the Laplace distribution, notably distr and Runuran.
So you should be able to install distr
, for example, and do something like :
library(distr)
D <- DExp(rate = 1)
r(D)(1)
Code taken from the examples of the DExp-class
help page.
尝试这个?
#Using pdf for a laplace RV:
#F(y) = 1/sqrt(2*sigma^2)*exp(sqrt(2)*abs(y-mu)/sigma)
rlaplace = function(n,mu,sigma){
U = runif(n,0,1)
#This will give negative value half of the time
sign = ifelse(rbinom(n,1,.5)>.5,1,-1)
y = mu + sign*sigma/sqrt(2)*log(1-U)
y
}
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