R: The double exponential (Laplace) distribution

ddoublex {smoothmest} | R Documentation

## The double exponential (Laplace) distribution

### Description

Density for and random values from double exponential (Laplace) distribution with density `exp(-abs(x-mu)/lambda)/(2*lambda)`, for which the median is the ML estimator.

### Usage

      ddoublex(x, mu=0, lambda=1)
      rdoublex(n,mu=0,lambda=1)

### Arguments

`x` | numeric vector.
`mu` | numeric. Distribution median.
`lambda` | numeric. Scale parameter.
`n` | integer. Number of random values to be generated.

### Details

ddoublex:

  density.

rdoublex:

  random number generation.

### Value

`ddoublex` gives out a vector of density values.

`rdoublex` gives out a vector of random numbers generated by the double exponential distribution.

### Author(s)

Christian Hennig chrish@stats.ucl.ac.uk http://www.homepages.ucl.ac.uk/~ucakche/

### References

Huber, P. J. and Ronchetti, E. (2009) Robust Statistics (2nd ed.). Wiley, New York.

### Examples

      set.seed(123456)
      ddoublex(1:5,lambda=5)
      rdoublex(5,mu=10,lambda=5)

[Package smoothmest version 0.1-2 Index]