@stdlib/stats-base-dists-cauchy-pdf
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Cauchy distribution probability density function (PDF).
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TypeScript
/*
* @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;