view scripts/statistics/distributions/laplace_pdf.m @ 23084:ef4d915df748

maint: Merge stable to default.
author John W. Eaton <jwe@octave.org>
date Mon, 23 Jan 2017 14:27:48 -0500
parents 3a2b891d0b33 e9a0469dedd9
children 194eb4bd202b
line wrap: on
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## Copyright (C) 2012 Rik Wehbring
## Copyright (C) 1995-2016 Kurt Hornik
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {} {} laplace_pdf (@var{x})
## For each element of @var{x}, compute the probability density function (PDF)
## at @var{x} of the Laplace distribution.
## @end deftypefn

## Author: KH <Kurt.Hornik@wu-wien.ac.at>
## Description: PDF of the Laplace distribution

function pdf = laplace_pdf (x)

  if (nargin != 1)
    print_usage ();
  endif

  if (iscomplex (x))
    error ("laplace_pdf: X must not be complex");
  endif

  pdf = exp (- abs (x)) / 2;

endfunction


%!shared x,y
%! x = [-Inf -log(2) 0 log(2) Inf];
%! y = [0, 1/4, 1/2, 1/4, 0];
%!assert (laplace_pdf ([x, NaN]), [y, NaN])

## Test class of input preserved
%!assert (laplace_pdf (single ([x, NaN])), single ([y, NaN]))

## Test input validation
%!error laplace_pdf ()
%!error laplace_pdf (1,2)
%!error laplace_pdf (i)