LaplaceFit Routine

Declaration

Procedure LaplaceFit(X: TVec; out mu, b: TSample);

Parameter	Description
X	Stores data which is assumed to be Laplace distributed.
Mu,b	Return Laplace distribution parameter estimators.

Description

Calculate parameters for Laplace distributed values.

See Also
RandomLaplace

Example 1

The following example generates 100 random Laplace distributed values and then uses LaplaceFit routine to extract used Mu and b parameters:

  Uses StatRandom, Statistics, MtxExpr;
  procecure Example;
    var Data :Vector;
    mu,b: TSample;
  begin
    Data.Size(100);
    RandomLaplace(3,0.2,Data);
    LaplaceFit(Data,mu,b);
    // mu approx 3.0
    // b approx 0.2
  end;

  #include "StatRandom.hpp"
  #include "MtxVecCpp.h"
  #include "Statistics.hpp"
  void __fastcall Example();
  {
    Vector Data;
    Data->Size(100,false);
    RandomLogNormal(3,0.2,Data);
    double mu, b;
    LaplaceFit(Data,mu,b);
    // mu approx 3.0
    // b approx 0.2
  }

  using Dew.Math;
  using Dew.Stats;
  using Dew.Stats.Units;
  namespace Dew.Examples;
  {
    private void Example()
    {
      Vector Data = new Vector(100);
      StatRandom.RandomLaplace(3,0.2,Data);
      double mu, b;
      Statistics.LaplaceFit(Data,out mu,out b);
      // mu approx 3.0
      // b approx 0.2
    }
  }