time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/cauchy/cdf

Cumulative Distribution Function

Cauchy distribution cumulative distribution function.

The cumulative distribution function for a Cauchy random variable is

where x0 is the location parameter and gamma > 0 is the scale parameter.

Usage

var cdf = require( '@stdlib/stats/base/dists/cauchy/cdf' );

cdf( x, x0, gamma )

Evaluates the cumulative distribution function (CDF) for a Cauchy distribution with parameters x0 (location parameter) and gamma > 0 (scale parameter).

var y = cdf( 4.0, 0.0, 2.0 );
// returns ~0.852

y = cdf( 1.0, 0.0, 2.0 );
// returns ~0.648

y = cdf( 1.0, 3.0, 2.0 );
// returns 0.25

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 0.0, 2.0 );
// returns NaN

y = cdf( 1.0, 2.0, NaN );
// returns NaN

y = cdf( 1.0, NaN, 3.0 );
// returns NaN

If provided gamma <= 0, the function returns NaN.

var y = cdf( 2.0, 0.0, -1.0 );
// returns NaN

y = cdf( 2.0, 0.0, 0.0 );
// returns NaN

cdf.factory( x0, gamma )

Returns a function for evaluating the cumulative distribution function of a Cauchy distribution with parameters x0 (location parameter) and gamma > 0 (scale parameter).

var mycdf = cdf.factory( 10.0, 2.0 );

var y = mycdf( 10.0 );
// returns 0.5

y = mycdf( 12.0 );
// returns 0.75

Examples

var randu = require( '@stdlib/random/base/randu' );
var EPS = require( '@stdlib/constants/float64/eps' );
var cdf = require( '@stdlib/stats/base/dists/cauchy/cdf' );

var gamma;
var x0;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    x0 = randu() * 10.0;
    gamma = ( randu()*10.0 ) + EPS;
    y = cdf( x, x0, gamma );
    console.log( 'x: %d, x0: %d, γ: %d, F(x;x0,γ): %d', x.toFixed( 4 ), x0.toFixed( 4 ), gamma.toFixed( 4 ), y.toFixed( 4 ) );
}