Need Symmetric Multivariate Laplace Distribution

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Jon
Jon 2014-10-22
回答： Arun M 2017-3-4
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.

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回答（2 个）

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

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