pdfcau {lmomco} | R Documentation |
This function computes the probability density
of the Cauchy distribution given parameters (xi and α) of the
distribution provided by parcau
or vec2par
. The probability density
function of the distribution is
f(x) = (π α [1 + ({frac{x-xi}{α}})^2] )^{-1} mbox{,}
where f(x) is the probability density for quantile x, xi is a location parameter and α is a scale parameter.
pdfcau(x, para)
x |
A real value. |
para |
The parameters from parcau or vec2par . |
Probability density (f) for x.
W.H. Asquith
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics and Data Analysis, vol. 43, pp. 299–314.
Evans, Merran, Hastings, Nicholas, Peacock, J.B., 2000, Statistical distributions: 3rd ed., Wiley, New York.
Gilchrist, W.G., 2000, Statistical modeling with quantile functions: Chapman and Hall/CRC, Boca Raton, FL.
cdfcau
, quacau
, parcau
, vec2par
cau <- vec2par(c(12,12),type='cau') x <- quacau(0.5,cau) pdfcau(x,cau)