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Cauchy distribution logarithm of probability density function (logPDF).
The probability density function (PDF) for a Cauchy random variable is
where x0
is the location parameter and gamma > 0
is the scale parameter.
import logpdf from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-cauchy-logpdf@esm/index.mjs';
You can also import the following named exports from the package:
import { factory } from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-cauchy-logpdf@esm/index.mjs';
Evaluates the natural logarithm of the probability density function (PDF) for a Cauchy distribution with parameters x0
(location parameter) and gamma > 0
(scale parameter).
var y = logpdf( 2.0, 1.0, 1.0 );
// returns ~-1.838
y = logpdf( 4.0, 3.0, 0.1 );
// returns ~-3.457
y = logpdf( 4.0, 3.0, 3.0 );
// returns ~-2.349
If provided NaN
as any argument, the function returns NaN
.
var y = logpdf( NaN, 1.0, 1.0 );
// returns NaN
y = logpdf( 2.0, NaN, 1.0 );
// returns NaN
y = logpdf( 2.0, 1.0, NaN );
// returns NaN
If provided gamma <= 0
, the function returns NaN
.
var y = logpdf( 2.0, 0.0, -1.0 );
// returns NaN
Returns a function
for evaluating the natural logarithm of the PDF of a Cauchy distribution with location parameter x0
and scale parameter gamma
.
var mylogpdf = logpdf.factory( 10.0, 2.0 );
var y = mylogpdf( 10.0 );
// returns ~-1.838
y = mylogpdf( 5.0 );
// returns ~-3.819
- In virtually all cases, using the
logpdf
orlogcdf
functions is preferable to manually computing the logarithm of thepdf
orcdf
, respectively, since the latter is prone to overflow and underflow.
<!DOCTYPE html>
<html lang="en">
<body>
<script type="module">
import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@esm/index.mjs';
import EPS from 'https://cdn.jsdelivr.net/gh/stdlib-js/constants-float64-eps@esm/index.mjs';
import logpdf from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-cauchy-logpdf@esm/index.mjs';
var gamma;
var x0;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 10.0;
x0 = ( randu()*10.0 ) - 5.0;
gamma = ( randu()*20.0 ) + EPS;
y = logpdf( x, gamma, x0 );
console.log( 'x: %d, x0: %d, γ: %d, ln(f(x;x0,γ)): %d', x.toFixed(4), x0.toFixed(4), gamma.toFixed(4), y.toFixed(4) );
}
</script>
</body>
</html>
This package is part of stdlib, a standard library with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
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