Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void CauchyPDF(TDenseMtxVec X, Double m, Double b, TDenseMtxVec Res) | Cauchy PDF (vectorized). |
| 2 | Double CauchyPDF(Double x, Double m, Double b) | Cauchy probability density function (PDF). |
Overload 1: void CauchyPDF(TDenseMtxVec X, Double m, Double b, TDenseMtxVec Res)
Cauchy PDF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | X | Defines distribution domain, real vector or matrix. |
| 2 | m | Location parameter, real value. |
| 3 | b | Shape parameter, real positive value. |
| 4 | Res | After calculation stores the PDF calculated from X, 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 CauchyPDF(Double x, Double m, Double b)
Cauchy probability density function (PDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value. |
| 2 | m | Location parameter, real value. |
| 3 | b | Shape (scale) parameter, real positive value. |
Returns: Double - the Cauchy probability density function (PDF) for given parameters b and m. Parameter b must be greater than zero, otherwise the result is NAN.
Remarks:
Calculates the Cauchy (Lorentz) probability density function
PDF(x| m,b)=1/pi*b/((x-m)^2+b^2)
where m is the location parameter (the peak of the distribution) and b is the scale parameter, equal to the half-width at half-maximum (HWHM). Domain: x is any real value; the location m is any real value and the scale b must be strictly positive. For b <= 0 the result is NAN. The Cauchy distribution has no defined mean or higher moments.