Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void CauchyCDFInv(TDenseMtxVec P, Double m, Double b, TDenseMtxVec Res) | Cauchy PPF (vectorized). |
| 2 | Double CauchyCDFInv(Double p, Double m, Double b) | Cauchy distribution point percent function (PPF). |
Overload 1: void CauchyCDFInv(TDenseMtxVec P, Double m, Double b, TDenseMtxVec Res)
Cauchy PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | m | Location parameter, real value. |
| 3 | b | Shape parameter, real positive value. |
| 4 | Res | After calculation stores the PPF calculated from P, m and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X. |
Result: stored in self (calling object)
Overload 2: Double CauchyCDFInv(Double p, Double m, Double b)
Cauchy distribution point percent function (PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on closed interval [0,1]. |
| 2 | m | Location parameter, real value. |
| 3 | b | Shape (scale) parameter, real positive value. |
Returns: Double - the Cauchy distribution point percent function (PPF) for given parameters b and m. For p outside [0,1] or b <= 0 the result is NAN.
Remarks:
The inverse Cauchy cumulative distribution function (quantile) is
CDF^(-1)(p| m,b)=m+b tan[(p-1/2)pi]
It is the solution x of CDF(x | m,b) = p. Domain: probability p in [0,1], m any real value, scale b > 0. The tails diverge: as p -> 0 the result tends to minus infinity and as p -> 1 to plus infinity. For p < 0, p > 1, or b <= 0 the result is NAN.
See Also: Probabilities.CauchyPDF, Probabilities.CauchyCDF