Cumulative Distribution Function of the Laplace Distribution

The present code is a Matlab function that provides a computation of the theoretical cumulative distribution function of the Laplace (double exponential) distribution for given mean mu and standard deviation sigma, evaluated at x points. The proposed function is similar to built-in Matlab function “cdf”.

An example is given in order to clarify the usage of the function. For convenience, the input and output arguments are given in the beginning of the function.

The code is based on the theory described in:

[1] N. Johnson, S. Kotz, N. Balakrishnan. Continuous Univariate Distributions Vol. 2. New York, John Wiley & Sons, 1995.