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lmomco (version 2.4.14)

cdfcau: Cumulative Distribution Function of the Cauchy Distribution

Description

This function computes the cumulative probability or nonexceedance probability of the Cauchy distribution given parameters (\(\xi\) and \(\alpha\)) computed by parcau. The cumulative distribution function is $$F(x) = \frac{\arctan(Y)}{\pi}+0.5 \mbox{,}$$ where \(Y\) is $$Y = \frac{x - \xi}{\alpha}\mbox{, and}$$ where \(F(x)\) is the nonexceedance probability for quantile \(x\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.

Usage

cdfcau(x, para)

Value

Nonexceedance probability (\(F\)) for \(x\).

Arguments

x

A real value vector.

para

The parameters from parcau or vec2par.

Author

W.H. Asquith

References

Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics and Data Analysis, v. 43, pp. 299--314.

Gilchrist, W.G., 2000, Statistical modeling with quantile functions: Chapman and Hall/CRC, Boca Raton, FL.

See Also

pdfcau, quacau, lmomcau, parcau

Examples

Run this code
  para <- c(12,12)
  cdfcau(50,vec2par(para,type='cau'))

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