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@stdlib/stats-base-dists-cauchy-pdf

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Cauchy distribution probability density function (PDF).

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/* * @license Apache-2.0 * * Copyright (c) 2019 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ // TypeScript Version: 4.1 /** * Evaluates the probability density function (PDF) for a Cauchy distribution. * * @param x - input value * @returns evaluated PDF */ type Unary = ( x: number ) => number; /** * Interface for the probability density function (PDF) of a Cauchy distribution. */ interface PDF { /** * Evaluates the probability density function (PDF) for a Cauchy distribution with location parameter `x0` and scale parameter `gamma` at a value `x`. * * ## Notes * * - If provided `gamma <= 0`, the function returns `NaN`. * * @param x - input value * @param x0 - location parameter * @param gamma - scale parameter * @returns evaluated PDF * * @example * var y = pdf( 2.0, 1.0, 1.0 ); * // returns ~0.159 * * @example * var y = pdf( 4.0, 3.0, 0.1 ); * // returns ~0.0315 * * @example * var y = pdf( 4.0, 3.0, 3.0 ); * // returns ~0.095 * * @example * var y = pdf( NaN, 1.0, 1.0 ); * // returns NaN * * @example * var y = pdf( 2.0, NaN, 1.0 ); * // returns NaN * * @example * var y = pdf( 2.0, 1.0, NaN ); * // returns NaN * * @example * // Negative scale parameter: * var y = pdf( 2.0, 1.0, -2.0 ); * // returns NaN */ ( x: number, x0: number, gamma: number ): number; /** * Returns a function for evaluating the probability density function (PDF) for a Cauchy distribution with location parameter `x0` and scale parameter `gamma`. * * @param x0 - location parameter * @param gamma - scale parameter * @returns PDF * * @example * var mypdf = pdf.factory( 4.0, 2.0 ); * * var y = mypdf( 10.0 ); * // returns ~0.0159 * * y = mypdf( 3.0 ); * // returns ~0.127 */ factory( x0: number, gamma: number ): Unary; } /** * Cauchy distribution probability density function (PDF). * * @param x - input value * @param x0 - location parameter * @param gamma - scale parameter * @returns evaluated PDF * * @example * var y = pdf( 2.0, 0.0, 1.0 ); * // returns ~0.064 * * var mypdf = pdf.factory( 10.0, 2.0 ); * * y = mypdf( 10.0 ); * // returns ~0.159 */ declare var pdf: PDF; // EXPORTS // export = pdf;