Need Symmetric Multivariate Laplace Distribution

3 Ansichten (letzte 30 Tage)
Jon
Jon am 22 Okt. 2014
Beantwortet: Arun M am 4 Mär. 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.

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 .

Kategorien

Mehr zu Random Number Generation finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by