wrpcauchy: wrapped Cauchy distribution

In LaMa: Fast Numerical Maximum Likelihood Estimation for Latent Markov Models

wrapped Cauchy distribution

Description

Density and random generation for the wrapped Cauchy distribution.

Usage

dwrpcauchy(x, mu = 0, rho, log = FALSE)

rwrpcauchy(n, mu = 0, rho, wrap = TRUE)

Arguments

x	vector of angles measured in radians at which to evaluate the density function.
mu	mean direction of the distribution measured in radians.
rho	concentration parameter of the distribution, must be in the interval from 0 to 1.
log	logical; if TRUE, densities are returned on the log scale.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
wrap	logical; if TRUE, generated angles are wrapped to the interval [-pi, pi].

Details

The implementation of dwrpcauchy allows for automatic differentiation with RTMB. rwrpcauchy is imported from CircStats.

Value

dwrpcauchy gives the density and rwrpcauchy generates random deviates.

Examples

set.seed(1)
x = rwrpcauchy(10, 0, 1)
d = dwrpcauchy(x, 0, 1)

LaMa documentation built on June 8, 2025, 1:53 p.m.