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Need Symmetric Multivariate Laplace Distribution

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Jon
Jon on 22 Oct 2014
Answered: Arun M on 4 Mar 2017
Hello,
I need a implementation of the Symmetric Multivariate Laplace Distribution so that I am able to draw random numbers and caluculate the likelihood.
I am searching for over two weeks now but I found none.
So, does such a script already exist?
Kind regards
J.

Answers (2)

Bruno Pop-Stefanov
Bruno Pop-Stefanov on 24 Oct 2014
There is a submission on the File Exchange for a Laplacian random number generator: Laplacian random number generator.
The function lets you draw a vector of random numbers. Could you adapt it to be a symmetric multivariate Laplacian random number generator?

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