GRAN4: Gauss procedure to generate Laplace-distributed random numbers
AbstractGeneration 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).
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Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-05.
Programming language: GAUSS
Date of creation: Mar 2007
Date of revision:
Laplace distribution; Double exponential; random numbers; pseudo-random numbers; Laplace variates; GAUSS;
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