scipy.stats.halfcauchy¶
- scipy.stats.halfcauchy = <scipy.stats.distributions.halfcauchy_gen object at 0x4d03650>[source]¶
A Half-Cauchy continuous random variable.
Continuous random variables are defined from a standard form and may require some shape parameters to complete its specification. Any optional keyword parameters can be passed to the methods of the RV object as given below:
Parameters : x : array_like
quantiles
q : array_like
lower or upper tail probability
loc : array_like, optional
location parameter (default=0)
scale : array_like, optional
scale parameter (default=1)
size : int or tuple of ints, optional
shape of random variates (default computed from input arguments )
moments : str, optional
composed of letters [‘mvsk’] specifying which moments to compute where ‘m’ = mean, ‘v’ = variance, ‘s’ = (Fisher’s) skew and ‘k’ = (Fisher’s) kurtosis. (default=’mv’)
Alternatively, the object may be called (as a function) to fix the shape,
location, and scale parameters returning a “frozen” continuous RV object:
rv = halfcauchy(loc=0, scale=1)
- Frozen RV object with the same methods but holding the given shape, location, and scale fixed.
Notes
The probability density function for halfcauchy is:
halfcauchy.pdf(x) = 2 / (pi * (1 + x**2))
for x >= 0.
Examples
>>> from scipy.stats import halfcauchy >>> numargs = halfcauchy.numargs >>> [ ] = [0.9,] * numargs >>> rv = halfcauchy()
Display frozen pdf
>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))
Here, rv.dist.b is the right endpoint of the support of rv.dist.
Check accuracy of cdf and ppf
>>> prb = halfcauchy.cdf(x, ) >>> h = plt.semilogy(np.abs(x - halfcauchy.ppf(prb, )) + 1e-20)
Random number generation
>>> R = halfcauchy.rvs(size=100)
Methods
rvs(loc=0, scale=1, size=1) Random variates. pdf(x, loc=0, scale=1) Probability density function. logpdf(x, loc=0, scale=1) Log of the probability density function. cdf(x, loc=0, scale=1) Cumulative density function. logcdf(x, loc=0, scale=1) Log of the cumulative density function. sf(x, loc=0, scale=1) Survival function (1-cdf — sometimes more accurate). logsf(x, loc=0, scale=1) Log of the survival function. ppf(q, loc=0, scale=1) Percent point function (inverse of cdf — percentiles). isf(q, loc=0, scale=1) Inverse survival function (inverse of sf). moment(n, loc=0, scale=1) Non-central moment of order n stats(loc=0, scale=1, moments=’mv’) Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). entropy(loc=0, scale=1) (Differential) entropy of the RV. fit(data, loc=0, scale=1) Parameter estimates for generic data. expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) Expected value of a function (of one argument) with respect to the distribution. median(loc=0, scale=1) Median of the distribution. mean(loc=0, scale=1) Mean of the distribution. var(loc=0, scale=1) Variance of the distribution. std(loc=0, scale=1) Standard deviation of the distribution. interval(alpha, loc=0, scale=1) Endpoints of the range that contains alpha percent of the distribution