Generation of Random Numbers with Laplace Distribution
The present code is a Matlab function that provides a generation of random numbers with Laplace (double exponential) distribution, similarly to built-in Matlab functions “rand” and “randn”. The output of the function is a matrix with Laplacian distributed numbers with mean value mu = 0 and standard deviation sigma = 1. If other values of mu and sigma are a must, then the following form could be used: mu + sigma*randl(m, n).
An example is given in order to clarify the usage of the function. For convenience, the input and output arguments are given in the beginning of the function.
The code is based on the theory described in:
[1] S. Kotz, T. Kozubowski, K. Podgorski. The Laplace Distribution and Generalizations. New York, Springer Science & Business Media, 2001.
Citation pour cette source
Hristo Zhivomirov (2024). Generation of Random Numbers with Laplace Distribution (https://www.mathworks.com/matlabcentral/fileexchange/53397-generation-of-random-numbers-with-laplace-distribution), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
Tags
Remerciements
A inspiré : randl+fitl, Histogram with a Laplace Distribution Fit, Cumulative Distribution Function of the Laplace Distribution
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
Version | Publié le | Notes de version | |
---|---|---|---|
1.4.0.0 | A new version of the code has been uploaded. |
||
1.3.0.0 | Change of the title of the submission. |
||
1.2.0.0 | Change of the title of the submission. |
||
1.1.0.0 | A new version of the code has been uploaded. |
||
1.0.0.0 |