Need Symmetric Multivariate Laplace Distribution

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Jon 2014 年 10 月 22 日
回答済み: Arun M 2017 年 3 月 4 日
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

回答 (2 件)

Bruno Pop-Stefanov
Bruno Pop-Stefanov 2014 年 10 月 24 日
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 2017 年 3 月 4 日
Try this one here .

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