Need Symmetric Multivariate Laplace Distribution

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Jon am 22 Okt. 2014
Beantwortet: Arun M am 4 Mär. 2017
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

Antworten (2)

Bruno Pop-Stefanov
Bruno Pop-Stefanov am 24 Okt. 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?

Arun M
Arun M am 4 Mär. 2017
Try this one here .


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