dist_cauchy {distributional}

The Cauchy distribution

Description

The Cauchy distribution is the student's t distribution with one degree of freedom. The Cauchy distribution does not have a well defined mean or variance. Cauchy distributions often appear as priors in Bayesian contexts due to their heavy tails.

Usage

dist_cauchy(location, scale)

Arguments

location, scale

location and scale parameters.

Details

We recommend reading this documentation on https://pkg.mitchelloharawild.com/distributional/, where the math will render nicely.

In the following, let X be a Cauchy variable with mean ⁠location =⁠ x_0 and scale = \gamma.

Support: R, the set of all real numbers

Mean: Undefined.

Variance: Undefined.

Probability density function (p.d.f):

f(x) = \frac{1}{\pi \gamma \left[1 + \left(\frac{x - x_0}{\gamma} \right)^2 \right]}

Cumulative distribution function (c.d.f):

F(t) = \frac{1}{\pi} \arctan \left( \frac{t - x_0}{\gamma} \right) + \frac{1}{2}

Moment generating function (m.g.f):

Does not exist.

See Also

stats::Cauchy

Examples

dist <- dist_cauchy(location = c(0, 0, 0, -2), scale = c(0.5, 1, 2, 1))

dist
mean(dist)
variance(dist)
skewness(dist)
kurtosis(dist)

generate(dist, 10)

density(dist, 2)
density(dist, 2, log = TRUE)

cdf(dist, 4)

quantile(dist, 0.7)