simLaplace {ptest} | R Documentation |
A Laplace (double exponential) series with mean zero and variance 1 is simulated.
simLaplace(n)
n |
Length of series. |
The model equation is:
e=(-1)^(u1≥0.5) * ln(u2) / sqrt(2)
where u1 and u2 are independent uniform (0,1) random variables.
vector of length n, simulated harmonic series.
Yuanhao Lai