Wrapped Cauchy DistributionΒΆ
For \(x\in\left[0,2\pi\right]\) \(c\in\left(0,1\right)\)
\[ \begin{eqnarray*} f\left(x;c\right) & = & \frac{1-c^{2}}{2\pi\left(1+c^{2}-2c\cos x\right)}\\ g_{c}\left(x\right) & = & \frac{1}{\pi}\arctan\left[\frac{1+c}{1-c}\tan\left(\frac{x}{2}\right)\right]\\ r_{c}\left(q\right) & = & 2\arctan\left[\frac{1-c}{1+c}\tan\left(\pi q\right)\right]\\ F\left(x;c\right) & = & \left\{ \begin{array}{ccc} g_{c}\left(x\right) & & 0\leq x<\pi\\ 1-g_{c}\left(2\pi-x\right) & & \pi\leq x\leq2\pi\end{array}\right.\\ G\left(q;c\right) & = & \left\{ \begin{array}{ccc} r_{c}\left(q\right) & & 0\leq q<\frac{1}{2}\\ 2\pi-r_{c}\left(1-q\right) & & \frac{1}{2}\leq q\leq1\end{array}\right.\end{eqnarray*}\]
\[h\left[X\right]=\log\left(2\pi\left(1-c^{2}\right)\right).\]
Implementation: scipy.stats.wrapcauchy