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lmomco (version 2.4.14)

pdfcau: Probability Density Function of the Cauchy Distribution

Description

This function computes the probability density of the Cauchy distribution given parameters (\(\xi\) and \(\alpha\)) provided by parcau. The probability density function is $$f(x) = \left(\pi \alpha \left[1 + \left({\frac{x-\xi}{\alpha}}\right)^2\right] \right)^{-1}\mbox{,}$$ where \(f(x)\) is the probability density for quantile \(x\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.

Usage

pdfcau(x, para)

Value

Probability density (\(f\)) 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, vol. 43, pp. 299--314.

Evans, Merran, Hastings, Nicholas, Peacock, J.B., 2000, Statistical distributions: 3rd ed., Wiley, New York.

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

See Also

cdfcau, quacau, lmomcau, parcau, vec2par

Examples

Run this code
  cau <- vec2par(c(12,12),type='cau')
  x <- quacau(0.5,cau)
  pdfcau(x,cau)

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