Need Symmetric Multivariate Laplace Distribution
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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.
回答（2 个）
Bruno Pop-Stefanov
2014-10-24
0 个投票
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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在 帮助中心 和 File Exchange 中查找有关 Uniform Distribution (Continuous) 的更多信息
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