laplace.c File Reference

Implements a Laplace distribution, used for adding noise to things. More...

#include "orconfig.h"
#include "lib/math/laplace.h"
#include "lib/math/fp.h"
#include "lib/log/util_bug.h"
#include <math.h>
#include <stdlib.h>

Go to the source code of this file.

Functions
int64_t	sample_laplace_distribution (double mu, double b, double p)
int64_t	add_laplace_noise (int64_t signal_, double random_, double delta_f, double epsilon)

Detailed Description

Implements a Laplace distribution, used for adding noise to things.

Definition in file laplace.c.

Function Documentation

add_laplace_noise()

int64_t add_laplace_noise	(	int64_t	signal_,
		double	random_,
		double	delta_f,
		double	epsilon )

Add random noise between INT64_MIN and INT64_MAX coming from a Laplace distribution with mu = 0 and b = delta_f/epsilon to signal based on the provided random value in [0.0, 1.0[. The epsilon value must be between ]0.0, 1.0]. delta_f must be greater than 0.

Definition at line 51 of file laplace.c.

Referenced by rep_hist_format_hs_stats().

sample_laplace_distribution()

int64_t sample_laplace_distribution	(	double	mu,
		double	b,
		double	p )

Transform a random value p from the uniform distribution in [0.0, 1.0[ into a Laplace distributed value with location parameter mu and scale parameter b. Truncate the final result to be an integer in [INT64_MIN, INT64_MAX].

Definition at line 26 of file laplace.c.

Referenced by add_laplace_noise().