%> @file mexLaplace.m %> @brief Matrlab implemnetation of Laplace density % ====================================================================== %> @brief Unconditional Laplace density % %> \f[ f(x|\mu,b) \propto \exp(-|x-\mu|/b)\f] % ====================================================================== classdef mexLaplace < mexEpdf properties % from wikipedia mu b end methods function m=mean(obj) m = obj.mu; end function obj=validate(obj) if length(obj.mu)~=length(obj.b) error('incompatible mu and b'); end end function dim=dimension(obj) dim = size(obj.mu,1); end function v=variance(obj) v=2*obj.b^2; end function l=evallog(obj,x) l=-log(2*obj.b)-abs(x-obj.mu)/obj.b; end function s=sample(obj) v=-log(rand);%sample_exponential(0,1); z = randn; s = obj.mu+obj.b*sqrt(2*v)*z; end end end