code 41565;
real procedure LAPLACE(X, MU, SIGMA);
value X, MU, SIGMA; real X, MU, SIGMA;
begin
    if SIGMA ≤ 0 then
        STATAL3 ERROR(“LAPLACE”, 3, SIGMA);
    X:= (X - MU) / SIGMA;
    LAPLACE:= .5 × (1 + (1 - EXP(-ABS(X))) × SIGN(X))
end LAPLACE;
eop