1 files changed, 42 insertions, 0 deletions
diff --git a/lib/laplace_pdf.c b/lib/laplace_pdf.c
new file mode 100644
index 0000000..d741aa4
--- /dev/null
+++ b/lib/laplace_pdf.c
@@ -0,0 +1,42 @@
+// Laplace Pdf
+//
+// laplace_pdf
+//
+// Laplace probability density
+//
+// f(x) = 0.5 * e^(-|x|)
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_laplace_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_laplace_pdf_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_laplace_pdf(
+	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_pdf_p );
+	(void)c;
+	for( uint_t i = 0; i < n; ++i )
+	{
+		y[0][i] = exp( -fabs( x[0][i] ) ) / 2.0;
+	}
+	return 0;
+}
+
+
+