statistics-0.16.2.1: A library of statistical types, data, and functions
Copyright(c) 2015 Mihai Maruseac
LicenseBSD3
Maintainermihai.maruseac@maruseac.com
Stabilityexperimental
Portabilityportable
Safe HaskellSafe-Inferred
LanguageHaskell2010

Statistics.Distribution.Laplace

Description

The Laplace distribution. This is the continuous probability defined as the difference of two iid exponential random variables or a Brownian motion evaluated as exponentially distributed times. It is used in differential privacy (Laplace Method), speech recognition and least absolute deviations method (Laplace's first law of errors, giving a robust regression method)

Synopsis

Documentation

data LaplaceDistribution Source #

Instances

Instances details
FromJSON LaplaceDistribution Source # 
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ToJSON LaplaceDistribution Source # 
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Data LaplaceDistribution Source # 
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Methods

gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> LaplaceDistribution -> c LaplaceDistribution #

gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c LaplaceDistribution #

toConstr :: LaplaceDistribution -> Constr #

dataTypeOf :: LaplaceDistribution -> DataType #

dataCast1 :: Typeable t => (forall d. Data d => c (t d)) -> Maybe (c LaplaceDistribution) #

dataCast2 :: Typeable t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c LaplaceDistribution) #

gmapT :: (forall b. Data b => b -> b) -> LaplaceDistribution -> LaplaceDistribution #

gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> LaplaceDistribution -> r #

gmapQr :: forall r r'. (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> LaplaceDistribution -> r #

gmapQ :: (forall d. Data d => d -> u) -> LaplaceDistribution -> [u] #

gmapQi :: Int -> (forall d. Data d => d -> u) -> LaplaceDistribution -> u #

gmapM :: Monad m => (forall d. Data d => d -> m d) -> LaplaceDistribution -> m LaplaceDistribution #

gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> LaplaceDistribution -> m LaplaceDistribution #

gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> LaplaceDistribution -> m LaplaceDistribution #

Generic LaplaceDistribution Source # 
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Associated Types

type Rep LaplaceDistribution :: Type -> Type #

Read LaplaceDistribution Source # 
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Show LaplaceDistribution Source # 
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Binary LaplaceDistribution Source # 
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Eq LaplaceDistribution Source # 
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ContDistr LaplaceDistribution Source # 
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ContGen LaplaceDistribution Source # 
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Distribution LaplaceDistribution Source # 
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Entropy LaplaceDistribution Source # 
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MaybeEntropy LaplaceDistribution Source # 
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MaybeMean LaplaceDistribution Source # 
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MaybeVariance LaplaceDistribution Source # 
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Mean LaplaceDistribution Source # 
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Variance LaplaceDistribution Source # 
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FromSample LaplaceDistribution Double Source #

Create Laplace distribution from sample. The location is estimated as the median of the sample, and the scale as the mean absolute deviation of the median.

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type Rep LaplaceDistribution Source # 
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Defined in Statistics.Distribution.Laplace

type Rep LaplaceDistribution = D1 ('MetaData "LaplaceDistribution" "Statistics.Distribution.Laplace" "statistics-0.16.2.1-34qObKIlIVGJpKYv9daW0Y" 'False) (C1 ('MetaCons "LD" 'PrefixI 'True) (S1 ('MetaSel ('Just "ldLocation") 'SourceUnpack 'SourceStrict 'DecidedStrict) (Rec0 Double) :*: S1 ('MetaSel ('Just "ldScale") 'SourceUnpack 'SourceStrict 'DecidedStrict) (Rec0 Double)))

Constructors

laplace Source #

Arguments

:: Double

Location

-> Double

Scale

-> LaplaceDistribution 

Create an Laplace distribution.

laplaceE Source #

Arguments

:: Double

Location

-> Double

Scale

-> Maybe LaplaceDistribution 

Create an Laplace distribution.

Accessors