f(t) = (1 - rho^2) / (2 pi (1 + rho^2 - 2 rho cos(t - mu))), 0 <= t < 2 pi.
Density, distribution function, quantile and draws by inversion of the
morie Philox uniforms (identical in the Python arm).
Usage
WrapCauchy(x = NULL, mu = 0, rho = 0.5, p = NULL, n = 0, seed = 0)
Arguments
- x
Evaluation points.
- mu
Parameter.
- rho
Parameter.
- p
Probabilities for the quantile function.
- n
Number of random draws.
- seed
Philox seed.
Value
list(pdf, logpdf, cdf, quantile, random).
References
Mardia, K. V. & Jupp, P. E. (2000). Directional Statistics. Wiley, Sec 3.5.7.
Examples
WrapCauchy(0.5)$cdf
#> [1] 0.2080725
