This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

GRAN4: Gauss procedure to generate Laplace-distributed random numbers

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Urzúa, Carlos M. () (Tecnológico de Monterrey, Campus Ciudad de México)

Additional information is available for the following registered author(s):

Abstract

Generation of Laplace-distributed (double exponential) pseudo-random numbers using GAUSS (version 3.6 or later). That is, generation of random variates that come from a density proportional to: exp(-abs(x)/b).

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-05.src
File Format: text/plain
File Function:
Download Restriction: no

Publisher Info
Software component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-05.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Size:
Programming language: GAUSS
Requires:
Date of creation: Mar 2007
Date of revision:
Handle: RePEc:ega:comcod:200705

Contact details of provider:
Web page: http://www.ccm.itesm.mx/egap/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Amaranta Arroyo).

Related research
Keywords: Laplace distribution; Double exponential; random numbers; pseudorandom numbers; Laplace variates; GAUSS;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

Statistics
Access and download statistics

Did you know? IDEAS was launched in September 1997.

This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.