3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_rng.h>
23 #include <gsl/gsl_randist.h>
25 /* The two-sided exponential probability distribution is
27 p(x) dx = (1/(2 a)) * exp(-|x/a|) dx
29 for -infty < x < infty. It is also known as the Laplace distribution. */
32 gsl_ran_laplace (const gsl_rng * r, const double a)
37 u = 2 * gsl_rng_uniform (r) - 1.0;
52 gsl_ran_laplace_pdf (const double x, const double a)
54 double p = (1/(2*a)) * exp (-fabs (x)/a);