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Cauchy
Cauchy distribution constructor.
Installation
npm install @stdlib/stats-base-dists-cauchy-ctorUsage
var Cauchy = require( '@stdlib/stats-base-dists-cauchy-ctor' );Cauchy( [x0, gamma] )
Returns a Cauchy distribution object.
var cauchy = new Cauchy();
var median = cauchy.median;
// returns 0.0By default, x0 = 0.0 and gamma = 1.0. To create a distribution having a different x0 (location parameter) and gamma (scale parameter), provide the corresponding arguments.
var cauchy = new Cauchy( 2.0, 4.0 );
var median = cauchy.median;
// returns 2.0cauchy
A Cauchy distribution object has the following properties and methods...
Writable Properties
cauchy.x0
Location parameter of the distribution.
var cauchy = new Cauchy();
var x0 = cauchy.x0;
// returns 0.0
cauchy.x0 = 3.0;
x0 = cauchy.x0;
// returns 3.0cauchy.gamma
Scale parameter of the distribution. gamma must be a positive number.
var cauchy = new Cauchy( 2.0, 4.0 );
var gamma = cauchy.gamma;
// returns 4.0
cauchy.gamma = 3.0;
gamma = cauchy.gamma;
// returns 3.0Computed Properties
Cauchy.prototype.entropy
Returns the differential entropy.
var cauchy = new Cauchy( 4.0, 12.0 );
var entropy = cauchy.entropy;
// returns ~5.016Cauchy.prototype.median
Returns the median.
var cauchy = new Cauchy( 4.0, 12.0 );
var median = cauchy.median;
// returns 4.0Cauchy.prototype.mode
Returns the mode.
var cauchy = new Cauchy( 4.0, 12.0 );
var mode = cauchy.mode;
// returns 4.0Methods
Cauchy.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var cauchy = new Cauchy( 2.0, 4.0 );
var y = cauchy.cdf( 0.5 );
// returns ~0.386Cauchy.prototype.logcdf( x )
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var cauchy = new Cauchy( 2.0, 4.0 );
var y = cauchy.logcdf( 0.5 );
// returns ~-0.952Cauchy.prototype.logpdf( x )
Evaluates the natural logarithm of the probability density function (PDF).
var cauchy = new Cauchy( 2.0, 4.0 );
var y = cauchy.logpdf( 0.8 );
// returns ~-2.617Cauchy.prototype.pdf( x )
Evaluates the probability density function (PDF).
var cauchy = new Cauchy( 2.0, 4.0 );
var y = cauchy.pdf( 0.8 );
// returns ~0.073Cauchy.prototype.quantile( p )
Evaluates the quantile function at probability p.
var cauchy = new Cauchy( 2.0, 4.0 );
var y = cauchy.quantile( 0.5 );
// returns 2.0
y = cauchy.quantile( 1.9 );
// returns NaNExamples
var Cauchy = require( '@stdlib/stats-base-dists-cauchy-ctor' );
var cauchy = new Cauchy( 2.0, 4.0 );
var entropy = cauchy.entropy;
// returns ~3.917
var median = cauchy.median;
// returns 2.0
var mode = cauchy.mode;
// returns 2.0
var y = cauchy.cdf( 0.8 );
// returns ~0.407Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
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License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.