rndLaplace

Purpose

Computes Laplacian pseudo-random numbers with the choice of underlying random number generator.

Format

x = rndLaplace(r, c, loc, scale)
{ x, newstate } = rndLaplace(r, c, loc, scale, state)
Parameters:
  • r (scalar) – number of rows of resulting matrix.
  • c (scalar) – number of columns of resulting matrix.
  • loc (matrix, vector or scalar) – location parameter, scalar or ExE conformable matrix with r and c.
  • scale (matrix, vector or scalar) – scalar or ExE conformable matrix with r and c.
  • state (scalar or opaque vector) –

    Optional argument.

    scalar case

    state = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock.

    opaque vector case

    state = the state vector returned from a previous call to one of the rnd random number functions.
Returns:
  • x (RxC matrix) – Laplacian distributed random numbers.
  • newstate (Opaque vector) – the updated state.

Remarks

The properties of the pseudo-random numbers in x are:

\[\begin{split}E(x) = location\\ Var(x) = 2*scale^2\end{split}\]

r and c will be truncated to integers if necessary.

See also

Functions rndCreateState(), rndStateSkip()