Function Reference: laplace_inv

statistics: x = laplace_inv (p)
statistics: x = laplace_inv (p, mu)
statistics: x = laplace_inv (p, mu, beta)

Inverse of the Laplace cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) at p of the Laplace distribution with a location parameter mu and a scale parameter (i.e. "diversity") beta. The size of x is the common size of p, mu, and beta. A scalar input functions as a constant matrix of the same size as the other inputs.

Default values are mu = 0, beta = 1. Both parameters must be reals and beta > 0. For beta <= 0, NaN is returned.

See also: laplace_inv, laplace_pdf, laplace_rnd

Source Code: laplace_inv