Module rgsl::randist::cauchy

Functions

This function returns a random variate from the Cauchy distribution with scale parameter a. The probability distribution for Cauchy random variates is,

cauchy_P

This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Cauchy distribution with scale parameter a.

cauchy_Pinv

This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Cauchy distribution with scale parameter a.

cauchy_Q

This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Cauchy distribution with scale parameter a.

cauchy_Qinv

This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Cauchy distribution with scale parameter a.

cauchy_pdf

This function computes the probability density p(x) at x for a Cauchy distribution with scale parameter a, using the formula given above.