Package com.opengamma.analytics.math.statistics.distribution

Examples of com.opengamma.analytics.math.statistics.distribution.LaplaceDistribution.nextRandom()


    final double b = 1.4;
    final ProbabilityDistribution<Double> distribution = new LaplaceDistribution(mu, b, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final int n = 500000;
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = distribution.nextRandom();
    }
    final LaplaceDistribution result = (LaplaceDistribution) ESTIMATOR.evaluate(x);
    final double eps = 1e-2;
    assertEquals(1, result.getB() / b, eps);
    assertEquals(1, result.getMu() / mu, eps);
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