udcauchy: UNU.RAN object for Cauchy distribution

In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

UNU.RAN object for Cauchy distribution

Description

Create UNU.RAN object for a Cauchy distribution with location parameter location and scale parameter scale.

[Distribution] – Cauchy.

Usage

udcauchy(location=0, scale=1, lb=-Inf, ub=Inf)

Arguments

location	location parameter.
scale	(strictly positive) scale parameter.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The Cauchy distribution with location l and scale s has density

f(x) = 1 / (pi s (1 + ((x-l)/s)^2))

for all x.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 16, p. 299.

See Also

unuran.cont.

Examples

## Create distribution object for Cauchy distribution
distr <- udcauchy()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on Jan. 17, 2023, 5:17 p.m.