1 files changed, 43 insertions, 0 deletions
diff --git a/lib/laplace_cdf.c b/lib/laplace_cdf.c
new file mode 100644
index 0000000..7a70882
--- /dev/null
+++ b/lib/laplace_cdf.c
@@ -0,0 +1,43 @@
+// Laplace Cdf
+//
+// laplace_cdf
+//
+// Laplace cumulative distribution
+//
+// F(x) = 0.5 + 0.5*sign(x)*(1-e^(-|x|))
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_laplace_cdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_laplace_cdf_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_laplace_cdf(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_laplace_cdf_p );
+	(void)c;
+	for( uint_t i = 0; i < n; ++i )
+	{
+		fp_t xi = x[0][i];
+		y[0][i] = xi < 0 ? 0.5 * exp( xi ) : 1.0 - 0.5 * exp( -xi );
+	}
+	return 0;
+}
+
+
+