README.md (5307B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2018 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 13 Unless required by applicable law or agreed to in writing, software 14 distributed under the License is distributed on an "AS IS" BASIS, 15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 16 See the License for the specific language governing permissions and 17 limitations under the License. 18 19 --> 20 21 # Cauchy 22 23 > Cauchy distribution constructor. 24 25 <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> 26 27 <section class="intro"> 28 29 </section> 30 31 <!-- /.intro --> 32 33 <!-- Package usage documentation. --> 34 35 <section class="usage"> 36 37 ## Usage 38 39 ```javascript 40 var Cauchy = require( '@stdlib/stats/base/dists/cauchy/ctor' ); 41 ``` 42 43 #### Cauchy( \[x0, gamma] ) 44 45 Returns a [Cauchy][cauchy-distribution] distribution object. 46 47 ```javascript 48 var cauchy = new Cauchy(); 49 50 var median = cauchy.median; 51 // returns 0.0 52 ``` 53 54 By default, `x0 = 0.0` and `gamma = 1.0`. To create a distribution having a different `x0` (location parameter) and `gamma` (scale parameter), provide the corresponding arguments. 55 56 ```javascript 57 var cauchy = new Cauchy( 2.0, 4.0 ); 58 59 var median = cauchy.median; 60 // returns 2.0 61 ``` 62 63 * * * 64 65 ## cauchy 66 67 A [Cauchy][cauchy-distribution] distribution object has the following properties and methods... 68 69 ### Writable Properties 70 71 #### cauchy.x0 72 73 Location parameter of the distribution. 74 75 ```javascript 76 var cauchy = new Cauchy(); 77 78 var x0 = cauchy.x0; 79 // returns 0.0 80 81 cauchy.x0 = 3.0; 82 83 x0 = cauchy.x0; 84 // returns 3.0 85 ``` 86 87 #### cauchy.gamma 88 89 Scale parameter of the distribution. `gamma` **must** be a positive number. 90 91 ```javascript 92 var cauchy = new Cauchy( 2.0, 4.0 ); 93 94 var gamma = cauchy.gamma; 95 // returns 4.0 96 97 cauchy.gamma = 3.0; 98 99 gamma = cauchy.gamma; 100 // returns 3.0 101 ``` 102 103 * * * 104 105 ### Computed Properties 106 107 #### Cauchy.prototype.entropy 108 109 Returns the [differential entropy][entropy]. 110 111 ```javascript 112 var cauchy = new Cauchy( 4.0, 12.0 ); 113 114 var entropy = cauchy.entropy; 115 // returns ~5.016 116 ``` 117 118 #### Cauchy.prototype.median 119 120 Returns the [median][median]. 121 122 ```javascript 123 var cauchy = new Cauchy( 4.0, 12.0 ); 124 125 var median = cauchy.median; 126 // returns 4.0 127 ``` 128 129 #### Cauchy.prototype.mode 130 131 Returns the [mode][mode]. 132 133 ```javascript 134 var cauchy = new Cauchy( 4.0, 12.0 ); 135 136 var mode = cauchy.mode; 137 // returns 4.0 138 ``` 139 140 * * * 141 142 ### Methods 143 144 #### Cauchy.prototype.cdf( x ) 145 146 Evaluates the [cumulative distribution function][cdf] (CDF). 147 148 ```javascript 149 var cauchy = new Cauchy( 2.0, 4.0 ); 150 151 var y = cauchy.cdf( 0.5 ); 152 // returns ~0.386 153 ``` 154 155 #### Cauchy.prototype.logcdf( x ) 156 157 Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). 158 159 ```javascript 160 var cauchy = new Cauchy( 2.0, 4.0 ); 161 162 var y = cauchy.logcdf( 0.5 ); 163 // returns ~-0.952 164 ``` 165 166 #### Cauchy.prototype.logpdf( x ) 167 168 Evaluates the natural logarithm of the [probability density function][pdf] (PDF). 169 170 ```javascript 171 var cauchy = new Cauchy( 2.0, 4.0 ); 172 173 var y = cauchy.logpdf( 0.8 ); 174 // returns ~-2.617 175 ``` 176 177 #### Cauchy.prototype.pdf( x ) 178 179 Evaluates the [probability density function][pdf] (PDF). 180 181 ```javascript 182 var cauchy = new Cauchy( 2.0, 4.0 ); 183 184 var y = cauchy.pdf( 0.8 ); 185 // returns ~0.073 186 ``` 187 188 #### Cauchy.prototype.quantile( p ) 189 190 Evaluates the [quantile function][quantile-function] at probability `p`. 191 192 ```javascript 193 var cauchy = new Cauchy( 2.0, 4.0 ); 194 195 var y = cauchy.quantile( 0.5 ); 196 // returns 2.0 197 198 y = cauchy.quantile( 1.9 ); 199 // returns NaN 200 ``` 201 202 </section> 203 204 <!-- /.usage --> 205 206 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 207 208 <section class="notes"> 209 210 </section> 211 212 <!-- /.notes --> 213 214 <!-- Package usage examples. --> 215 216 * * * 217 218 <section class="examples"> 219 220 ## Examples 221 222 <!-- eslint no-undef: "error" --> 223 224 ```javascript 225 var Cauchy = require( '@stdlib/stats/base/dists/cauchy/ctor' ); 226 227 var cauchy = new Cauchy( 2.0, 4.0 ); 228 229 var entropy = cauchy.entropy; 230 // returns ~3.917 231 232 var median = cauchy.median; 233 // returns 2.0 234 235 var mode = cauchy.mode; 236 // returns 2.0 237 238 var y = cauchy.cdf( 0.8 ); 239 // returns ~0.407 240 ``` 241 242 </section> 243 244 <!-- /.examples --> 245 246 <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 247 248 <section class="references"> 249 250 </section> 251 252 <!-- /.references --> 253 254 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 255 256 <section class="links"> 257 258 [cauchy-distribution]: https://en.wikipedia.org/wiki/Cauchy_distribution 259 260 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function 261 262 [pdf]: https://en.wikipedia.org/wiki/Probability_density_function 263 264 [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function 265 266 [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29 267 268 [median]: https://en.wikipedia.org/wiki/Median 269 270 [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 271 272 </section> 273 274 <!-- /.links -->