IDEAS home Printed from https://ideas.repec.org/c/ega/comcod/200705.html
 

GRAN4: Gauss procedure to generate Laplace-distributed random numbers

Author

Listed:
  • Urzúa, Carlos M.

    (Tecnológico de Monterrey, Campus Ciudad de México)

Programming Language

GAUSS

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).

Suggested Citation

  • Urzúa, Carlos M., 2007. "GRAN4: Gauss procedure to generate Laplace-distributed random numbers," EGAP Computer Code 2007-05, Tecnológico de Monterrey, Campus Ciudad de México.
  • Handle: RePEc:ega:comcod:200705
    as

    Download full text from publisher

    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-05.txt
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Laplace distribution; Double exponential; random numbers; pseudo-random numbers; Laplace variates; GAUSS; GAUSS;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: 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

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ega:comcod:200705. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Amaranta Arroyo (email available below). General contact details of provider: https://edirc.repec.org/data/emitemx.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.