SciPy

This is documentation for an old release of SciPy (version 1.2.3). Search for this page in the documentation of the latest stable release (version 1.15.1).

Wrapped Cauchy Distribution

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

Previous topic

Weibull Minimum Extreme Value Distribution

Next topic

Multidimensional image processing (scipy.ndimage)