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Wrapped Cauchy Distribution¶
For x∈[0,2π] c∈(0,1)
f(x;c)=1−c22π(1+c2−2ccosx)gc(x)=1πarctan[1+c1−ctan(x2)]rc(q)=2arctan[1−c1+ctan(πq)]F(x;c)={gc(x)0≤x<π1−gc(2π−x)π≤x≤2πG(q;c)={rc(q)0≤q<122π−rc(1−q)12≤q≤1
h[X]=log(2π(1−c2)).
Implementation: scipy.stats.wrapcauchy