Need Symmetric Multivariate Laplace Distribution

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Jon
Jon el 22 de Oct. de 2014
Respondida: Arun M el 4 de Mzo. de 2017
Hello,
I need a implementation of the Symmetric Multivariate Laplace Distribution so that I am able to draw random numbers and caluculate the likelihood.
I am searching for over two weeks now but I found none.
So, does such a script already exist?
Kind regards
J.

Respuestas (2)

Bruno Pop-Stefanov
Bruno Pop-Stefanov el 24 de Oct. de 2014
There is a submission on the File Exchange for a Laplacian random number generator: Laplacian random number generator.
The function lets you draw a vector of random numbers. Could you adapt it to be a symmetric multivariate Laplacian random number generator?

Arun M
Arun M el 4 de Mzo. de 2017
Try this one here .

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