Probabilities.CauchyCDF Method

Overload List

#SignatureDescription
1procedure CauchyCDF(const X: TDenseMtxVec; m: Double; b: Double; const Res: TDenseMtxVec);Cauchy CDF (vectorized).
2function CauchyCDF(x: Double; m: Double; b: Double): Double;Cauchy cumulative distribution function (CDF).

Overload 1: procedure CauchyCDF(const X: TDenseMtxVec; m: Double; b: Double; const Res: TDenseMtxVec);

Cauchy CDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix.
2mLocation parameter, real value.
3bShape parameter, real positive value.
4ResAfter calculation stores the CDF 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: function CauchyCDF(x: Double; m: Double; b: Double): Double;

Cauchy cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value.
2mLocation parameter, real value.
3bShape (scale) parameter, real positive value.

Returns: Double - the Cauchy cumulative distribution function (CDF). Parameter b must be positive, otherwise the result is NAN.

Remarks:

The Cauchy cumulative distribution function is

CDF(x| m,b)=1/2+1/piarctan((x-m)/b)

Domain: x is any real value, m any real value, scale b > 0. The result lies in the open interval (0,1) and increases monotonically. For b <= 0 the result is NAN.

See Also: Probabilities.CauchyPDF, Probabilities.CauchyCDFInv