DExp-class {distr}R Documentation

Class "DExp"

Description

The double exponential or Laplace distribution with rate λ has density

f(x) = 1/2 lambda e^(- lambda |x|)

C.f. Exp-class, rexp

Objects from the Class

Objects can be created by calls of the form DExp(rate). This object is a double exponential (or Laplace) distribution.

Slots

img:
Object of class "Reals": The space of the image of this distribution has got dimension 1 and the name "Real Space".
param:
Object of class "ExpParameter": the parameter of this distribution (rate), declared at its instantiation
r:
Object of class "function": generates random numbers (calls function rexp)
d:
Object of class "function": density function (calls function dexp)
p:
Object of class "function": cumulative function (calls function pexp)
q:
Object of class "function": inverse of the cumulative function (calls function qexp)
.withArith:
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim:
logical: used internally to issue warnings as to accuracy
.logExact:
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact:
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function

Extends

Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution", by class "AbscontDistribution".

Methods

initialize
signature(.Object = "DExp"): initialize method
rate
signature(object = "DExp"): returns the slot rate of the parameter of the distribution
rate<-
signature(object = "DExp"): modifies the slot rate of the parameter of the distribution
*
signature(e1 = "DExp", e2 = "numeric"): For the Laplace distribution we use its closedness under scaling transformations.

Author(s)

Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de

See Also

Exp-class ExpParameter-class AbscontDistribution-class Reals-class rexp

Examples

D <- DExp(rate = 1) # D is a Laplace distribution with rate = 1.
r(D)(1) # one random number generated from this distribution, e.g. 0.4190765
d(D)(1) # Density of this distribution is 0.1839397 for x = 1.
p(D)(1) # Probability that x < 1 is 0.8160603.
q(D)(.1) # Probability that x < -1.609438 is 0.1.
rate(D) # rate of this distribution is 1.
rate(D) <- 2 # rate of this distribution is now 2.
3*D ###  still a DExp -distribution

[Package distr version 2.1.1 Index]