statistics-0.16.1.2: A library of statistical types, data, and functions
Copyright (c) 2015 Mihai Maruseac
License BSD3
Maintainer mihai.maruseac@maruseac.com
Stability experimental
Portability portable
Safe Haskell None
Language Haskell2010

Statistics.Distribution.Laplace

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)

Synopsis

Documentation

data LaplaceDistribution Source #

Instances

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Eq LaplaceDistribution Source #
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Data LaplaceDistribution Source #
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Read LaplaceDistribution Source #
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Show LaplaceDistribution Source #
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Generic LaplaceDistribution Source #
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ToJSON LaplaceDistribution Source #
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FromJSON LaplaceDistribution Source #
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Binary LaplaceDistribution Source #
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ContGen LaplaceDistribution Source #
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Entropy LaplaceDistribution Source #
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MaybeEntropy LaplaceDistribution Source #
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Variance LaplaceDistribution Source #
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MaybeVariance LaplaceDistribution Source #
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Mean LaplaceDistribution Source #
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MaybeMean LaplaceDistribution Source #
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ContDistr LaplaceDistribution Source #
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Distribution LaplaceDistribution Source #
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FromSample LaplaceDistribution Double Source #

Create Laplace distribution from sample. No tests are made to check whether it truly is Laplace. Location of distribution estimated as median of sample.

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type Rep LaplaceDistribution Source #
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type Rep LaplaceDistribution = D1 (' MetaData "LaplaceDistribution" "Statistics.Distribution.Laplace" "statistics-0.16.1.2-IkOne9g3oJ1vhHVSRLPUO" ' False ) ( C1 (' MetaCons "LD" ' PrefixI ' True ) ( S1 (' MetaSel (' Just "ldLocation") ' SourceUnpack ' SourceStrict ' DecidedStrict ) ( Rec0 Double ) :*: S1 (' MetaSel (' Just "ldScale") ' SourceUnpack ' SourceStrict ' DecidedStrict ) ( Rec0 Double )))

Constructors

laplace Source #

Arguments

:: Double

Location

-> Double

Scale

-> LaplaceDistribution

Create an Laplace distribution.

laplaceE Source #

Arguments

:: Double

Location

-> Double

Scale

-> Maybe LaplaceDistribution

Create an Laplace distribution.

Accessors